UniCredit Call 3.2 AT1 18.12.2024
/ DE000HD4XA50
UniCredit Call 3.2 AT1 18.12.2024/ DE000HD4XA50 /
| 6/10/2024 9:35:45 AM |
Chg.0.000 |
Bid6/10/2024 |
Ask6/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 175,000 |
0.130
Ask Size: 175,000 |
AROUNDTOWN EO-,01 |
3.20 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD4XA5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AROUNDTOWN EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 - |
| Maturity: |
12/18/2024 |
| Issue date: |
4/23/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.61 |
| Parity: |
-1.12 |
| Time value: |
0.17 |
| Break-even: |
3.37 |
| Moneyness: |
0.65 |
| Premium: |
0.62 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.06 |
| Spread %: |
54.55% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
3.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.120 |
| 1M High / 1M Low: |
0.200 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
