UniCredit Call 50 MONC 18.12.2024
/ DE000HD21NT3
UniCredit Call 50 MONC 18.12.2024/ DE000HD21NT3 /
2024-06-04 7:30:39 PM |
Chg.-0.020 |
Bid9:42:41 PM |
Ask9:42:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
-1.46% |
1.350 Bid Size: 4,000 |
1.370 Ask Size: 4,000 |
MONCLER |
50.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD21NT |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MONCLER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-01-23 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.18 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
1.18 |
Time value: |
0.22 |
Break-even: |
64.00 |
Moneyness: |
1.24 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
2.19% |
Delta: |
0.86 |
Theta: |
-0.01 |
Omega: |
3.79 |
Rho: |
0.21 |
Quote data
Open: |
1.380 |
High: |
1.410 |
Low: |
1.340 |
Previous Close: |
1.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.05% |
1 Month |
|
|
-15.09% |
3 Months |
|
|
-27.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.370 |
1.280 |
1M High / 1M Low: |
1.590 |
1.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.334 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.427 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |