UniCredit Call 4 BSD2 18.12.2024
/ DE000HD1TEK6
UniCredit Call 4 BSD2 18.12.2024/ DE000HD1TEK6 /
| 2024-05-03 7:34:00 PM |
Chg.-0.040 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-5.00% |
0.760
Bid Size: 14,000 |
0.780
Ask Size: 14,000 |
BCO SANTANDER N.EO0,... |
4.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TEK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.53 |
| Time value: |
0.25 |
| Break-even: |
4.78 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.790 |
| High: |
0.800 |
| Low: |
0.760 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.45% |
| 1 Month |
|
|
-3.80% |
| 3 Months |
|
|
+123.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.760 |
| 1M High / 1M Low: |
0.980 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.833 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
