UniCredit Knock-Out AAL/ DE000HD2MDD6 /
| 2024-04-24 7:27:16 PM | Chg.+1.210 | Bid6:20:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.640EUR | +12.83% | - Bid Size: - |
- Ask Size: - |
Anglo American PLC O... | 12.9649 GBP | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD2MDD |
| Currency: | EUR |
| Underlying: | Anglo American PLC ORD USD0.54945 |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 12.9649 GBP |
| Maturity: | Endless |
| Issue date: | 2024-02-12 |
| Last trading day: | 2024-04-25 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 2.86 |
| Knock-out: | 12.9649 |
| Knock-out violated on: | - |
| Distance to knock-out: | 15.5139 |
| Distance to knock-out %: | 50.60% |
| Distance to strike price: | 15.5139 |
| Distance to strike price %: | 50.60% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | -0.16 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.10 |
| Spread %: | 0.94% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 9.850 |
|---|---|
| High: | 10.640 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +1.62% | ||
|---|---|---|---|
| 1 Month | +36.24% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 10.640 | 9.430 |
|---|---|---|
| 1M High / 1M Low: | 10.640 | 7.810 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.980 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.748 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.52% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
