UniCredit Call 13 ABN 18.12.2024
/ DE000HD2XST7
UniCredit Call 13 ABN 18.12.2024/ DE000HD2XST7 /
2024-05-21 10:27:43 AM |
Chg.-0.21 |
Bid4:05:02 PM |
Ask4:05:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.08EUR |
-6.38% |
3.03 Bid Size: 25,000 |
3.04 Ask Size: 25,000 |
ABN AMRO Bank NV |
13.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD2XST |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ABN AMRO Bank NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-02-22 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.40 |
Intrinsic value: |
2.97 |
Implied volatility: |
0.22 |
Historic volatility: |
0.25 |
Parity: |
2.97 |
Time value: |
0.39 |
Break-even: |
16.35 |
Moneyness: |
1.23 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.07 |
Spread %: |
2.13% |
Delta: |
0.92 |
Theta: |
0.00 |
Omega: |
4.39 |
Rho: |
0.07 |
Quote data
Open: |
3.08 |
High: |
3.08 |
Low: |
3.08 |
Previous Close: |
3.29 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.61% |
1 Month |
|
|
+20.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.98 |
3.07 |
1M High / 1M Low: |
3.98 |
2.58 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |