UniCredit Call 15 ABN 19.06.2024
/ DE000HC7SVL8
UniCredit Call 15 ABN 19.06.2024/ DE000HC7SVL8 /
| 2024-05-29 9:27:13 PM |
Chg.-0.090 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-10.98% |
-
Bid Size: - |
-
Ask Size: - |
ABN AMRO Bank NV |
15.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7SVL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.66 |
| Time value: |
0.23 |
| Break-even: |
15.89 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
8.54% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
12.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.640 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
+12.31% |
| YTD |
|
|
+37.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.680 |
| 1M High / 1M Low: |
1.900 |
0.680 |
| 6M High / 6M Low: |
1.900 |
0.220 |
| High (YTD): |
2024-05-14 |
1.900 |
| Low (YTD): |
2024-02-09 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.36% |
| Volatility 6M: |
|
216.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
