UniCredit Call 230 SWGAF 18.12.2024
/ DE000HD58U54
UniCredit Call 230 SWGAF 18.12.20.../ DE000HD58U54 /
| 6/25/2024 7:32:09 PM |
Chg.0.000 |
Bid7:42:22 PM |
Ask7:42:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 12,000 |
0.470
Ask Size: 12,000 |
Swatch Group AG |
230.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD58U5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
5/3/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
-3.10 |
| Time value: |
0.49 |
| Break-even: |
234.90 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.11 |
| Spread %: |
28.95% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
10.47 |
| Rho: |
0.22 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.340 |
| 1M High / 1M Low: |
0.510 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
