UniCredit Call 210 SWGAF 18.12.2024
/ DE000HD4RUB9
UniCredit Call 210 SWGAF 18.12.20.../ DE000HD4RUB9 /
| 2024-05-23 7:36:03 PM |
Chg.-0.040 |
Bid7:44:41 PM |
Ask7:44:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-4.30% |
0.880
Bid Size: 12,000 |
0.960
Ask Size: 12,000 |
Swatch Group AG |
210.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD4RUB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.71 |
| Time value: |
1.51 |
| Break-even: |
225.10 |
| Moneyness: |
0.92 |
| Premium: |
0.17 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.62 |
| Spread %: |
69.66% |
| Delta: |
0.46 |
| Theta: |
-0.06 |
| Omega: |
5.83 |
| Rho: |
0.42 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.890 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.59% |
| 1 Month |
|
|
-15.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.930 |
| 1M High / 1M Low: |
1.270 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
