UniCredit Call 15.2 GZF/ DE000HD4Z5W3 /
2024-04-30 8:46:22 PM | Chg.- | Bid10:00:44 PM | Ask10:00:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.15EUR | - | - Bid Size: - |
- Ask Size: - |
ENGIE S.A. INH. ... | 15.20 - | 2024-05-15 | Call |
Master data
WKN: | HD4Z5W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ENGIE S.A. INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.20 - |
Maturity: | 2024-05-15 |
Issue date: | 2024-04-24 |
Last trading day: | 2024-05-02 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.51 |
---|---|
Intrinsic value: | 0.51 |
Implied volatility: | 2.74 |
Historic volatility: | 0.16 |
Parity: | 0.51 |
Time value: | 0.66 |
Break-even: | 16.36 |
Moneyness: | 1.03 |
Premium: | 0.04 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.02 |
Spread %: | 1.75% |
Delta: | 0.62 |
Theta: | -0.43 |
Omega: | 8.37 |
Rho: | 0.00 |
Quote data
Open: | 1.14 |
---|---|
High: | 1.19 |
Low: | 1.11 |
Previous Close: | 1.17 |
Turnover: | 0.00 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |