UniCredit Call 241.564 VOLV/B 18.12.2024
/ DE000HD1T825
UniCredit Call 241.564 VOLV/B 18..../ DE000HD1T825 /
| 9/20/2024 3:55:34 PM |
Chg.-0.260 |
Bid4:02:14 PM |
Ask4:02:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-9.32% |
2.530
Bid Size: 2,000 |
2.570
Ask Size: 2,000 |
Volvo, AB ser. B |
241.5635 SEK |
12/18/2024 |
Call |
Master data
| WKN: |
HD1T82 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
241.56 SEK |
| Maturity: |
12/18/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
2.00 |
| Time value: |
0.93 |
| Break-even: |
24.13 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.22 |
| Spread %: |
8.12% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
6.04 |
| Rho: |
0.03 |
Quote data
| Open: |
2.560 |
| High: |
2.610 |
| Low: |
2.380 |
| Previous Close: |
2.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.78% |
| 1 Month |
|
|
-10.28% |
| 3 Months |
|
|
-29.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.790 |
2.110 |
| 1M High / 1M Low: |
3.390 |
1.800 |
| 6M High / 6M Low: |
6.330 |
1.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.627 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.54% |
| Volatility 6M: |
|
118.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
