UniCredit Call 150 DB1 19.06.2024
/ DE000HC2NYJ8
UniCredit Call 150 DB1 19.06.2024/ DE000HC2NYJ8 /
| 10/05/2024 14:29:09 |
Chg.-0.040 |
Bid21:59:27 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
-1.04% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
150.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC2NYJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
19/12/2022 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.15 |
| Parity: |
3.46 |
| Time value: |
0.31 |
| Break-even: |
187.60 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.14 |
| Omega: |
4.29 |
| Rho: |
0.10 |
Quote data
| Open: |
3.850 |
| High: |
3.870 |
| Low: |
3.770 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
-5.96% |
| YTD |
|
|
-3.07% |
| 1 Year |
|
|
+24.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.180 |
3.140 |
| 6M High / 6M Low: |
4.530 |
2.470 |
| High (YTD): |
29/02/2024 |
4.530 |
| Low (YTD): |
30/04/2024 |
3.140 |
| 52W High: |
29/02/2024 |
4.530 |
| 52W Low: |
31/10/2023 |
1.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.522 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.706 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.017 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
129.74% |
| Volatility 6M: |
|
69.51% |
| Volatility 1Y: |
|
79.18% |
| Volatility 3Y: |
|
- |
