UniCredit Call 230 SWGAF 18.12.2024
/ DE000HD58U54
UniCredit Call 230 SWGAF 18.12.20.../ DE000HD58U54 /
| 2024-06-20 3:29:11 PM |
Chg.-0.050 |
Bid3:46:01 PM |
Ask3:46:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
0.340
Bid Size: 40,000 |
0.370
Ask Size: 40,000 |
Swatch Group AG |
230.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD58U5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
-2.98 |
| Time value: |
0.55 |
| Break-even: |
235.50 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.16 |
| Spread %: |
41.03% |
| Delta: |
0.28 |
| Theta: |
-0.04 |
| Omega: |
10.03 |
| Rho: |
0.25 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.360 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
0.680 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
