UniCredit Call 210 SWGAF 18.12.2024
/ DE000HD4RUB9
UniCredit Call 210 SWGAF 18.12.20.../ DE000HD4RUB9 /
| 2024-05-27 10:06:13 AM |
Chg.+0.050 |
Bid1:25:16 PM |
Ask1:25:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
0.950
Bid Size: 45,000 |
0.980
Ask Size: 45,000 |
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: |
18.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
-1.81 |
| Time value: |
1.02 |
| Break-even: |
220.20 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.15 |
| Spread %: |
17.24% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
7.66 |
| Rho: |
0.38 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.60% |
| 1 Month |
|
|
-12.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.840 |
| 1M High / 1M Low: |
1.260 |
0.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
