UniCredit Call 190 SWGAF 18.12.2024
/ DE000HD5CZV5
UniCredit Call 190 SWGAF 18.12.20.../ DE000HD5CZV5 /
| 27/05/2024 10:04:09 |
Chg.+0.08 |
Bid10:28:42 |
Ask10:28:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+4.79% |
1.76
Bid Size: 30,000 |
1.79
Ask Size: 30,000 |
Swatch Group AG |
190.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD5CZV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.20 |
| Time value: |
1.61 |
| Break-even: |
208.00 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
9.09% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
6.42 |
| Rho: |
0.55 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.60 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
