UniCredit Call 180 SWGAF 18.12.2024
/ DE000HD4YUD1
UniCredit Call 180 SWGAF 18.12.20.../ DE000HD4YUD1 /
| 2024-05-23 7:31:44 PM |
Chg.-0.050 |
Bid8:08:52 PM |
Ask8:08:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
-2.16% |
2.180
Bid Size: 3,000 |
2.270
Ask Size: 3,000 |
Swatch Group AG |
180.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD4YUD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
1.29 |
| Time value: |
1.61 |
| Break-even: |
209.00 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.62 |
| Spread %: |
27.19% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
4.54 |
| Rho: |
0.59 |
Quote data
| Open: |
2.300 |
| High: |
2.300 |
| Low: |
2.240 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.910 |
2.310 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
