UniCredit Call 14.5 ABN 19.06.2024
/ DE000HD35VX8
UniCredit Call 14.5 ABN 19.06.202.../ DE000HD35VX8 /
| 2024-05-29 11:52:50 AM |
Chg.-0.090 |
Bid9:59:13 PM |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-7.20% |
1.070
Bid Size: 3,000 |
-
Ask Size: - |
ABN AMRO Bank NV |
14.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD35VX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-05-29 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
1.16 |
| Time value: |
0.21 |
| Break-even: |
15.87 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.14 |
| Spread %: |
11.38% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
9.17 |
| Rho: |
0.01 |
Quote data
| Open: |
1.140 |
| High: |
1.200 |
| Low: |
1.140 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.13% |
| 1 Month |
|
|
+10.48% |
| 3 Months |
|
|
+27.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.100 |
| 1M High / 1M Low: |
2.340 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
