UniCredit Call 241.564 VOLV/B 18.12.2024
/ DE000HD1T825
UniCredit Call 241.564 VOLV/B 18..../ DE000HD1T825 /
19/06/2024 19:26:26 |
Chg.-0.040 |
Bid21:59:10 |
Ask21:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
3.360EUR |
-1.18% |
3.310 Bid Size: 1,000 |
3.530 Ask Size: 1,000 |
Volvo, AB ser. B |
241.5635 SEK |
18/12/2024 |
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: |
18/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1.03 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.95 |
Intrinsic value: |
1.99 |
Implied volatility: |
0.33 |
Historic volatility: |
0.23 |
Parity: |
1.99 |
Time value: |
1.55 |
Break-even: |
24.97 |
Moneyness: |
1.09 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.22 |
Spread %: |
6.63% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
4.89 |
Rho: |
0.07 |
Quote data
Open: |
3.350 |
High: |
3.460 |
Low: |
3.330 |
Previous Close: |
3.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.85% |
1 Month |
|
|
-28.96% |
3 Months |
|
|
-37.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.090 |
3.250 |
1M High / 1M Low: |
4.930 |
3.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.369 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |