UniCredit Call 241.564 VOLV/B 18.12.2024
/ DE000HD1T825
UniCredit Call 241.564 VOLV/B 18..../ DE000HD1T825 /
| 2024-05-31 9:12:59 PM |
Chg.-0.08 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
-1.71% |
-
Bid Size: - |
-
Ask Size: - |
Volvo, AB ser. B |
241.5635 SEK |
2024-12-18 |
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: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
3.57 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
3.57 |
| Time value: |
1.26 |
| Break-even: |
25.82 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.23 |
| Spread %: |
5.00% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.19 |
| Rho: |
0.08 |
Quote data
| Open: |
4.76 |
| High: |
4.76 |
| Low: |
4.57 |
| Previous Close: |
4.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.15% |
| 1 Month |
|
|
+16.75% |
| 3 Months |
|
|
+4.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.85 |
4.59 |
| 1M High / 1M Low: |
4.92 |
3.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
