UniCredit Call 12 DBK 19.06.2024
/ DE000HC1B352
UniCredit Call 12 DBK 19.06.2024/ DE000HC1B352 /
| 15/05/2024 11:52:30 |
Chg.+0.160 |
Bid21:59:32 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.190EUR |
+3.97% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
12.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC1B35 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
31/10/2022 |
| Last trading day: |
15/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.04 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
2.27 |
| Historic volatility: |
0.26 |
| Parity: |
3.03 |
| Time value: |
1.16 |
| Break-even: |
16.19 |
| Moneyness: |
1.25 |
| Premium: |
0.08 |
| Premium p.a.: |
6.00 |
| Spread abs.: |
0.11 |
| Spread %: |
2.70% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
2.75 |
| Rho: |
0.00 |
Quote data
| Open: |
4.070 |
| High: |
4.210 |
| Low: |
4.070 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.53% |
| 3 Months |
|
|
+277.48% |
| YTD |
|
|
+240.65% |
| 1 Year |
|
|
+481.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.190 |
3.630 |
| 6M High / 6M Low: |
4.640 |
0.660 |
| High (YTD): |
25/04/2024 |
4.640 |
| Low (YTD): |
09/02/2024 |
0.660 |
| 52W High: |
25/04/2024 |
4.640 |
| 52W Low: |
24/10/2023 |
0.340 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.777 |
| Avg. volume 6M: |
|
18.018 |
| Avg. price 1Y: |
|
1.129 |
| Avg. volume 1Y: |
|
8.264 |
| Volatility 1M: |
|
79.67% |
| Volatility 6M: |
|
160.53% |
| Volatility 1Y: |
|
148.55% |
| Volatility 3Y: |
|
- |
