UniCredit Call 12 ABN 18.12.2024
/ DE000HD1TBZ0
UniCredit Call 12 ABN 18.12.2024/ DE000HD1TBZ0 /
| 2024-05-21 7:35:15 PM |
Chg.-0.190 |
Bid9:17:42 PM |
Ask9:17:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.980EUR |
-4.56% |
3.970
Bid Size: 3,000 |
4.060
Ask Size: 3,000 |
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: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
3.97 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.25 |
| Parity: |
3.97 |
| Time value: |
0.31 |
| Break-even: |
16.27 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.14 |
| Spread %: |
3.39% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
3.60 |
| Rho: |
0.06 |
Quote data
| Open: |
3.950 |
| High: |
3.980 |
| Low: |
3.810 |
| Previous Close: |
4.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.78% |
| 1 Month |
|
|
+11.17% |
| 3 Months |
|
|
+43.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.900 |
3.930 |
| 1M High / 1M Low: |
4.900 |
3.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
