UniCredit Knock-Out ZURN/ DE000HD860H1 /
| 1/9/2025 8:18:32 PM | Chg.-0.73 | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.55EUR | -10.03% | - Bid Size: - |
- Ask Size: - |
ZURICH INSURANCE N | 479.1565 CHF | 12/31/2078 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD860H |
| Currency: | EUR |
| Underlying: | ZURICH INSURANCE N |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 479.1565 CHF |
| Maturity: | Endless |
| Issue date: | 8/21/2024 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 7.79 |
| Knock-out: | 487.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | 63.2526 |
| Distance to knock-out %: | 10.88% |
| Distance to strike price: | 71.5946 |
| Distance to strike price %: | 12.32% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.13 |
| Spread %: | 1.77% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 6.59 |
|---|---|
| High: | 6.71 |
| Low: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.14% | ||
|---|---|---|---|
| 1 Month | -20.12% | ||
| 3 Months | +69.69% | ||
| YTD | +3.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 7.57 | 6.23 |
|---|---|---|
| 1M High / 1M Low: | 8.20 | 5.86 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 7.57 |
| Low (YTD): | 1/2/2025 | 6.23 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.03 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 7.17 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |