UniCredit Call 280.214 VOLV/B 19.06.2024
/ DE000HD2N7A1
UniCredit Call 280.214 VOLV/B 19..../ DE000HD2N7A1 /
| 2024-05-23 10:45:45 AM |
Chg.+0.100 |
Bid10:57:13 AM |
Ask10:57:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+10.20% |
1.080
Bid Size: 3,000 |
1.130
Ask Size: 3,000 |
Volvo, AB ser. B |
280.2136 SEK |
2024-06-19 |
Call |
Master data
| WKN: |
HD2N7A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.21 SEK |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.35 |
| Time value: |
0.80 |
| Break-even: |
25.22 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.23 |
| Spread %: |
25.00% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
12.99 |
| Rho: |
0.01 |
Quote data
| Open: |
1.130 |
| High: |
1.150 |
| Low: |
1.080 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.20% |
| 1 Month |
|
|
-10.74% |
| 3 Months |
|
|
+31.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.980 |
| 1M High / 1M Low: |
1.230 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.977 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
