UniCredit Call 3.8 TNE5 18.12.2024
/ DE000HD1EFG3
UniCredit Call 3.8 TNE5 18.12.202.../ DE000HD1EFG3 /
| 2024-04-30 7:38:01 PM |
Chg.-0.040 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-7.69% |
0.470
Bid Size: 8,000 |
0.570
Ask Size: 8,000 |
TELEFONICA INH. ... |
3.80 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1EFG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.41 |
| Time value: |
0.16 |
| Break-even: |
4.37 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
21.28% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
6.00 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.480 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+17.07% |
| 3 Months |
|
|
+92.00% |
| YTD |
|
|
+152.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.420 |
| 1M High / 1M Low: |
0.520 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-29 |
0.520 |
| Low (YTD): |
2024-02-16 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
