UniCredit Call 3.5 BSD2 18.12.2024
/ DE000HD1YJX8
UniCredit Call 3.5 BSD2 18.12.202.../ DE000HD1YJX8 /
| 2024-05-03 7:36:40 PM |
Chg.-0.050 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-4.13% |
1.160
Bid Size: 12,000 |
1.180
Ask Size: 12,000 |
BCO SANTANDER N.EO0,... |
3.50 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1YJX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
1.03 |
| Time value: |
0.15 |
| Break-even: |
4.68 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
3.43 |
| Rho: |
0.02 |
Quote data
| Open: |
1.200 |
| High: |
1.200 |
| Low: |
1.160 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.160 |
| 1M High / 1M Low: |
1.400 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
