UniCredit Call 105 DWD 19.06.2024
/ DE000HC82TF3
UniCredit Call 105 DWD 19.06.2024/ DE000HC82TF3 /
| 2024-05-17 7:25:50 PM |
Chg.-0.013 |
Bid7:53:29 PM |
Ask7:53:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-16.46% |
0.065
Bid Size: 50,000 |
0.070
Ask Size: 50,000 |
MORGAN STANLEY D... |
105.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC82TF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MORGAN STANLEY DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-1.34 |
| Time value: |
0.07 |
| Break-even: |
105.73 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
3.87 |
| Spread abs.: |
0.01 |
| Spread %: |
7.35% |
| Delta: |
0.14 |
| Theta: |
-0.04 |
| Omega: |
17.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.066 |
| Low: |
0.048 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
+94.12% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-70.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.091 |
0.052 |
| 1M High / 1M Low: |
0.091 |
0.018 |
| 6M High / 6M Low: |
0.240 |
0.018 |
| High (YTD): |
2024-01-02 |
0.240 |
| Low (YTD): |
2024-04-30 |
0.018 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.19% |
| Volatility 6M: |
|
444.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
