UniCredit Call 50 MONC 18.12.2024
/ DE000HD21NT3
UniCredit Call 50 MONC 18.12.2024/ DE000HD21NT3 /
| 2024-05-29 12:25:47 PM |
Chg.0.000 |
Bid12:38:44 PM |
Ask12:38:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
0.00% |
1.310
Bid Size: 30,000 |
1.320
Ask Size: 30,000 |
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: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
1.10 |
| Time value: |
0.25 |
| Break-even: |
63.50 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.27% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.80 |
| Rho: |
0.21 |
Quote data
| Open: |
1.320 |
| High: |
1.320 |
| Low: |
1.280 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.15% |
| 1 Month |
|
|
-18.63% |
| 3 Months |
|
|
-29.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.270 |
| 1M High / 1M Low: |
1.610 |
1.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
