UniCredit Call 15.5 ABN 19.06.2024
/ DE000HD2XSS9
UniCredit Call 15.5 ABN 19.06.202.../ DE000HD2XSS9 /
| 03/06/2024 15:31:25 |
Chg.+0.150 |
Bid16:21:11 |
Ask16:21:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+36.59% |
0.500
Bid Size: 30,000 |
0.510
Ask Size: 30,000 |
ABN AMRO Bank NV |
15.50 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD2XSS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
19/06/2024 |
| Issue date: |
22/02/2024 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.33 |
| Break-even: |
15.98 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
17.07% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
19.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.59% |
| 1 Month |
|
|
-26.32% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.390 |
| 1M High / 1M Low: |
1.490 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
