UniCredit Call 220 SWGAF 18.12.2024
/ DE000HD1T809
UniCredit Call 220 SWGAF 18.12.20.../ DE000HD1T809 /
| 2024-05-23 8:50:50 PM |
Chg.-0.050 |
Bid8:56:28 PM |
Ask8:56:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-7.69% |
0.600
Bid Size: 6,000 |
0.690
Ask Size: 6,000 |
Swatch Group AG |
220.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1T80 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-2.71 |
| Time value: |
1.25 |
| Break-even: |
232.50 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.62 |
| Spread %: |
98.41% |
| Delta: |
0.39 |
| Theta: |
-0.05 |
| Omega: |
6.06 |
| Rho: |
0.36 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.600 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.05% |
| 1 Month |
|
|
-24.05% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.650 |
| 1M High / 1M Low: |
0.920 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
