UniCredit Call 240 IDP 18.09.2024
/ DE000HD4WFH7
UniCredit Call 240 IDP 18.09.2024/ DE000HD4WFH7 /
| 6/3/2024 11:51:06 AM |
Chg.-0.040 |
Bid12:00:08 PM |
Ask12:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-3.74% |
1.040
Bid Size: 3,000 |
1.140
Ask Size: 3,000 |
BIOGEN INC. DL -,000... |
240.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD4WFH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-3.27 |
| Time value: |
1.10 |
| Break-even: |
251.00 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.35 |
| Theta: |
-0.10 |
| Omega: |
6.56 |
| Rho: |
0.18 |
Quote data
| Open: |
1.020 |
| High: |
1.030 |
| Low: |
1.020 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.10% |
| 1 Month |
|
|
+13.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.760 |
| 1M High / 1M Low: |
1.660 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
