UniCredit Call 11 IBE1 19.06.2024
/ DE000HC7E031
UniCredit Call 11 IBE1 19.06.2024/ DE000HC7E031 /
2024-05-17 7:36:18 PM |
Chg.-0.020 |
Bid9:59:44 PM |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
1.360EUR |
-1.45% |
- Bid Size: - |
- Ask Size: - |
IBERDROLA INH. EO... |
11.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC7E03 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
IBERDROLA INH. EO -,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-06-16 |
Last trading day: |
2024-05-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
1.08 |
Implied volatility: |
1.08 |
Historic volatility: |
0.17 |
Parity: |
1.08 |
Time value: |
0.29 |
Break-even: |
12.36 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
2.38 |
Spread abs.: |
0.10 |
Spread %: |
7.94% |
Delta: |
0.76 |
Theta: |
-0.04 |
Omega: |
6.74 |
Rho: |
0.00 |
Quote data
Open: |
1.370 |
High: |
1.380 |
Low: |
1.290 |
Previous Close: |
1.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
+177.55% |
YTD |
|
|
+16.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.430 |
1.200 |
6M High / 6M Low: |
1.430 |
0.240 |
High (YTD): |
2024-05-15 |
1.430 |
Low (YTD): |
2024-02-28 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.725 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.71% |
Volatility 6M: |
|
176.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |