UniCredit Call 105 AZN 18.12.2024
/ DE000HD3TNF3
UniCredit Call 105 AZN 18.12.2024/ DE000HD3TNF3 /
| 2024-05-31 8:09:06 PM |
Chg.+0.16 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.52EUR |
+6.78% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
105.00 GBP |
2024-12-18 |
Call |
Master data
| WKN: |
HD3TNF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 GBP |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
2.01 |
| Time value: |
0.61 |
| Break-even: |
149.53 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.34% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.46 |
| Rho: |
0.50 |
Quote data
| Open: |
2.39 |
| High: |
2.52 |
| Low: |
2.39 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-0.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
2.26 |
| 1M High / 1M Low: |
2.72 |
2.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
