UniCredit Call 100 SY1 19.06.2024
/ DE000HC3ECJ1
UniCredit Call 100 SY1 19.06.2024/ DE000HC3ECJ1 /
| 2024-05-29 11:22:46 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
100.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC3ECJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-24 |
| Last trading day: |
2024-05-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
0.94 |
| Time value: |
-0.09 |
| Break-even: |
108.50 |
| Moneyness: |
1.09 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.15 |
| Spread abs.: |
0.12 |
| Spread %: |
16.44% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.690 |
| High: |
0.820 |
| Low: |
0.690 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.38% |
| 1 Month |
|
|
+148.48% |
| 3 Months |
|
|
+127.78% |
| YTD |
|
|
+13.89% |
| 1 Year |
|
|
-38.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.640 |
| 1M High / 1M Low: |
0.870 |
0.280 |
| 6M High / 6M Low: |
1.310 |
0.280 |
| High (YTD): |
2024-03-25 |
1.310 |
| Low (YTD): |
2024-05-16 |
0.280 |
| 52W High: |
2023-06-01 |
1.330 |
| 52W Low: |
2024-05-16 |
0.280 |
| Avg. price 1W: |
|
0.777 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.697 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
265.46% |
| Volatility 6M: |
|
216.37% |
| Volatility 1Y: |
|
178.24% |
| Volatility 3Y: |
|
- |
