UniCredit Call 105 AZN 18.12.2024
/ DE000HD3TNF3
UniCredit Call 105 AZN 18.12.2024/ DE000HD3TNF3 /
| 2024-06-11 10:31:20 AM |
Chg.-0.03 |
Bid12:03:53 PM |
Ask12:03:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
-1.02% |
2.80
Bid Size: 15,000 |
2.81
Ask Size: 15,000 |
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: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
2.54 |
| Time value: |
0.45 |
| Break-even: |
154.07 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.05% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
4.36 |
| Rho: |
0.52 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
+8.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.94 |
2.73 |
| 1M High / 1M Low: |
2.94 |
2.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
