UniCredit Call 18 ABN 18.12.2024
/ DE000HD1TC24
UniCredit Call 18 ABN 18.12.2024/ DE000HD1TC24 /
2024-05-21 10:34:05 AM |
Chg.-0.060 |
Bid5:35:20 PM |
Ask5:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-9.84% |
0.560 Bid Size: 15,000 |
0.600 Ask Size: 15,000 |
ABN AMRO Bank NV |
18.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD1TC2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ABN AMRO Bank NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-01-11 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-2.04 |
Time value: |
0.67 |
Break-even: |
18.67 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.07 |
Spread %: |
11.67% |
Delta: |
0.35 |
Theta: |
0.00 |
Omega: |
8.29 |
Rho: |
0.03 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.610 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.22% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
+71.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.570 |
1M High / 1M Low: |
0.920 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
5,275 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |