UniCredit Call 15.5 INN1 19.06.2024
/ DE000HD46652
UniCredit Call 15.5 INN1 19.06.20.../ DE000HD46652 /
| 2024-06-03 7:41:17 PM |
Chg.+0.050 |
Bid9:46:13 PM |
Ask9:46:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+5.05% |
1.100
Bid Size: 6,000 |
1.120
Ask Size: 6,000 |
ING GROEP NV EO... |
15.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4665 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
0.86 |
| Time value: |
0.27 |
| Break-even: |
16.63 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
10.78 |
| Rho: |
0.00 |
Quote data
| Open: |
1.150 |
| High: |
1.180 |
| Low: |
1.010 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.85% |
| 1 Month |
|
|
+28.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.800 |
| 1M High / 1M Low: |
1.210 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
