UniCredit Call 328.526 VOLV/B 18.12.2024
/ DE000HD2UEP1
UniCredit Call 328.526 VOLV/B 18..../ DE000HD2UEP1 /
| 2024-05-23 10:00:06 AM |
Chg.+0.010 |
Bid10:41:51 AM |
Ask10:41:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.850
Bid Size: 4,000 |
0.900
Ask Size: 4,000 |
Volvo, AB ser. B |
328.5263 SEK |
2024-12-18 |
Call |
Master data
| WKN: |
HD2UEP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
328.53 SEK |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-3.95 |
| Time value: |
1.02 |
| Break-even: |
29.25 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.23 |
| Spread %: |
29.11% |
| Delta: |
0.32 |
| Theta: |
-0.01 |
| Omega: |
7.96 |
| Rho: |
0.04 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
-7.45% |
| 3 Months |
|
|
+38.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.840 |
| 1M High / 1M Low: |
0.940 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
