UC WAR. CALL 06/24 TII/ DE000HD0U2L2 /
| 31/05/2024 21:41:07 | Chg.-0.0600 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | -8.57% | 0.6900 Bid Size: 15,000 |
0.7000 Ask Size: 15,000 |
TEXAS INSTR. ... | 190.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD0U2L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TEXAS INSTR. DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 20/11/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.22 |
| Parity: | -1.02 |
| Time value: | 0.70 |
| Break-even: | 197.00 |
| Moneyness: | 0.95 |
| Premium: | 0.10 |
| Premium p.a.: | 5.41 |
| Spread abs.: | 0.01 |
| Spread %: | 1.45% |
| Delta: | 0.39 |
| Theta: | -0.30 |
| Omega: | 10.07 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7900 |
| Low: | 0.5100 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.00% | ||
|---|---|---|---|
| 1 Month | +204.76% | ||
| 3 Months | +88.24% | ||
| YTD | +12.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.1600 |
| 6M High / 6M Low: | 1.2200 | 0.0950 |
| High (YTD): | 22/05/2024 | 1.2200 |
| Low (YTD): | 19/04/2024 | 0.0950 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6614 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3615 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 294.75% | |
| Volatility 6M: | 281.31% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
