UniCredit Call 241.564 VOLV/B 18.12.2024
/ DE000HD1T825
UniCredit Call 241.564 VOLV/B 18..../ DE000HD1T825 /
| 2024-06-04 5:31:24 PM |
Chg.-0.470 |
Bid6:20:40 PM |
Ask6:20:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.320EUR |
-9.81% |
4.310
Bid Size: 1,000 |
4.420
Ask Size: 1,000 |
Volvo, AB ser. B |
241.5635 SEK |
2024-12-18 |
Call |
Master data
| WKN: |
HD1T82 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
241.56 SEK |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
3.65 |
| Time value: |
1.35 |
| Break-even: |
26.12 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.23 |
| Spread %: |
4.82% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.04 |
| Rho: |
0.08 |
Quote data
| Open: |
4.690 |
| High: |
4.690 |
| Low: |
4.270 |
| Previous Close: |
4.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.05% |
| 1 Month |
|
|
+9.92% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.790 |
4.590 |
| 1M High / 1M Low: |
4.930 |
4.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
