UniCredit Call 12 DBK 19.06.2024
/ DE000HC1B352
UniCredit Call 12 DBK 19.06.2024/ DE000HC1B352 /
| 5/15/2024 9:22:33 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
12.00 - |
6/19/2024 |
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: |
6/19/2024 |
| Issue date: |
10/31/2022 |
| Last trading day: |
5/15/2024 |
| 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: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
4.04 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.53% |
| 3 Months |
|
|
+278.90% |
| YTD |
|
|
+235.77% |
| 1 Year |
|
|
+473.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.13 |
3.67 |
| 6M High / 6M Low: |
4.62 |
0.65 |
| High (YTD): |
4/26/2024 |
4.62 |
| Low (YTD): |
2/9/2024 |
0.65 |
| 52W High: |
4/26/2024 |
4.62 |
| 52W Low: |
10/24/2023 |
0.34 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.27% |
| Volatility 6M: |
|
166.25% |
| Volatility 1Y: |
|
152.19% |
| Volatility 3Y: |
|
- |
