UniCredit Call 11.5 FTK 19.06.2024
/ DE000HD2PGL5
UniCredit Call 11.5 FTK 19.06.202.../ DE000HD2PGL5 /
| 5/17/2024 12:37:53 PM |
Chg.-0.190 |
Bid1:13:44 PM |
Ask1:13:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-11.59% |
1.460
Bid Size: 15,000 |
1.490
Ask Size: 15,000 |
FLATEXDEGIRO AG NA O... |
11.50 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD2PGL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
FLATEXDEGIRO AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 - |
| Maturity: |
6/19/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.41 |
| Parity: |
1.55 |
| Time value: |
0.17 |
| Break-even: |
13.22 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.13 |
| Spread %: |
8.18% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
6.51 |
| Rho: |
0.01 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.450 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.38% |
| 1 Month |
|
|
+339.39% |
| 3 Months |
|
|
+222.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.600 |
| 1M High / 1M Low: |
1.700 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,415.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
