UniCredit Call 241.564 VOLV/B 18.12.2024
/ DE000HD1T825
UniCredit Call 241.564 VOLV/B 18..../ DE000HD1T825 /
| 6/13/2024 3:31:51 PM |
Chg.-0.21 |
Bid4:44:35 PM |
Ask4:44:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.85EUR |
-5.17% |
3.72
Bid Size: 1,000 |
3.76
Ask Size: 1,000 |
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: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
2.59 |
| Time value: |
1.66 |
| Break-even: |
25.65 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.23 |
| Spread %: |
5.72% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.28 |
| Rho: |
0.07 |
Quote data
| Open: |
3.90 |
| High: |
3.90 |
| Low: |
3.85 |
| Previous Close: |
4.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.12% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-28.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.76 |
3.81 |
| 1M High / 1M Low: |
4.95 |
3.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
