UniCredit Call 15 ABN 18.12.2024
/ DE000HD1TC16
UniCredit Call 15 ABN 18.12.2024/ DE000HD1TC16 /
2024-05-21 2:06:51 PM |
Chg.-0.230 |
Bid2:30:26 PM |
Ask2:30:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
-12.57% |
1.600 Bid Size: 35,000 |
1.610 Ask Size: 35,000 |
ABN AMRO Bank NV |
15.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD1TC1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ABN AMRO Bank NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-01-11 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
0.97 |
Implied volatility: |
0.24 |
Historic volatility: |
0.25 |
Parity: |
0.97 |
Time value: |
0.92 |
Break-even: |
16.88 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.07 |
Spread %: |
3.87% |
Delta: |
0.71 |
Theta: |
0.00 |
Omega: |
6.02 |
Rho: |
0.05 |
Quote data
Open: |
1.670 |
High: |
1.670 |
Low: |
1.580 |
Previous Close: |
1.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.16% |
1 Month |
|
|
+19.40% |
3 Months |
|
|
+61.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.430 |
1.690 |
1M High / 1M Low: |
2.430 |
1.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |