UniCredit Call 12 ABN 18.12.2024
/ DE000HD1TBZ0
UniCredit Call 12 ABN 18.12.2024/ DE000HD1TBZ0 /
| 2024-06-03 1:12:27 PM |
Chg.+0.230 |
Bid1:36:07 PM |
Ask1:36:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.040EUR |
+6.04% |
4.020
Bid Size: 20,000 |
4.050
Ask Size: 20,000 |
ABN AMRO Bank NV |
12.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TBZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
3.65 |
| Time value: |
0.30 |
| Break-even: |
15.95 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.14 |
| Spread %: |
3.67% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
3.78 |
| Rho: |
0.06 |
Quote data
| Open: |
3.900 |
| High: |
4.070 |
| Low: |
3.900 |
| Previous Close: |
3.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.60% |
| 1 Month |
|
|
+5.21% |
| 3 Months |
|
|
+29.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.710 |
| 1M High / 1M Low: |
4.900 |
3.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
