UniCredit Call 260 IDP 18.09.2024
/ DE000HD4NAM7
UniCredit Call 260 IDP 18.09.2024/ DE000HD4NAM7 /
07/06/2024 19:29:59 |
Chg.-0.190 |
Bid21:57:51 |
Ask21:57:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-22.62% |
0.620 Bid Size: 12,000 |
0.640 Ask Size: 12,000 |
BIOGEN INC. DL -,000... |
260.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HD4NAM |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BIOGEN INC. DL -,0005 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 - |
Maturity: |
18/09/2024 |
Issue date: |
15/04/2024 |
Last trading day: |
17/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
-5.13 |
Time value: |
0.64 |
Break-even: |
266.40 |
Moneyness: |
0.80 |
Premium: |
0.28 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.02 |
Spread %: |
3.23% |
Delta: |
0.24 |
Theta: |
-0.08 |
Omega: |
7.71 |
Rho: |
0.12 |
Quote data
Open: |
0.730 |
High: |
0.760 |
Low: |
0.650 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.56% |
1 Month |
|
|
+1.56% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.650 |
1M High / 1M Low: |
0.990 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.802 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.674 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |