UniCredit Call 105 MTE 19.06.2024
/ DE000HD31XJ2
UniCredit Call 105 MTE 19.06.2024/ DE000HD31XJ2 /
| 5/24/2024 1:29:50 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MICRON TECHN. INC. D... |
105.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD31XJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MICRON TECHN. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
2/26/2024 |
| Last trading day: |
5/24/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.33 |
| Parity: |
1.62 |
| Time value: |
0.56 |
| Break-even: |
126.80 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
3.45 |
| Spread abs.: |
-0.13 |
| Spread %: |
-5.63% |
| Delta: |
0.75 |
| Theta: |
-0.47 |
| Omega: |
4.18 |
| Rho: |
0.02 |
Quote data
| Open: |
2.12 |
| High: |
2.17 |
| Low: |
2.12 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+43.71% |
| 3 Months |
|
|
+223.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.31 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
