UniCredit Call 230 ESL 18.12.2024
/ DE000HD2F4A8
UniCredit Call 230 ESL 18.12.2024/ DE000HD2F4A8 /
| 2024-06-24 8:46:47 PM |
Chg.- |
Bid9:43:52 AM |
Ask9:43:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.610
Bid Size: 60,000 |
0.620
Ask Size: 60,000 |
ESSILORLUXO. INH. EO... |
230.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD2F4A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-2.11 |
| Time value: |
0.68 |
| Break-even: |
236.80 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.07 |
| Spread %: |
11.48% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
10.36 |
| Rho: |
0.31 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.630 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
-21.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.480 |
| 1M High / 1M Low: |
0.720 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
