UniCredit Call 21 DUE 18.09.2024
/ DE000HD4D2J3
UniCredit Call 21 DUE 18.09.2024/ DE000HD4D2J3 /
| 2024-05-31 7:32:34 PM |
Chg.-0.120 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.250EUR |
-3.56% |
3.320
Bid Size: 1,000 |
3.600
Ask Size: 1,000 |
DUERR AG O.N. |
21.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4D2J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
2.44 |
| Time value: |
1.16 |
| Break-even: |
24.60 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.28 |
| Spread %: |
8.43% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.83 |
| Rho: |
0.04 |
Quote data
| Open: |
3.240 |
| High: |
3.250 |
| Low: |
2.970 |
| Previous Close: |
3.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.15% |
| 1 Month |
|
|
-6.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.250 |
| 1M High / 1M Low: |
4.680 |
3.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
