UniCredit Call 14.5 GZF 17.07.2024
/ DE000HD572D1
UniCredit Call 14.5 GZF 17.07.202.../ DE000HD572D1 /
2024-06-10 1:29:02 PM |
Chg.-0.340 |
Bid2:23:30 PM |
Ask2:23:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-47.89% |
0.360 Bid Size: 60,000 |
0.370 Ask Size: 60,000 |
ENGIE S.A. INH. ... |
14.50 - |
2024-07-17 |
Call |
Master data
WKN: |
HD572D |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.50 - |
Maturity: |
2024-07-17 |
Issue date: |
2024-05-02 |
Last trading day: |
2024-07-16 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.21 |
Historic volatility: |
0.16 |
Parity: |
0.50 |
Time value: |
0.23 |
Break-even: |
15.23 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
5.80% |
Delta: |
0.72 |
Theta: |
-0.01 |
Omega: |
14.89 |
Rho: |
0.01 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.330 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-67.26% |
1 Month |
|
|
-75.97% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
0.710 |
1M High / 1M Low: |
1.550 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |