UniCredit Call 170 AP2 19.06.2024
/ DE000HD13AE9
UniCredit Call 170 AP2 19.06.2024/ DE000HD13AE9 /
| 13/05/2024 12:51:43 |
Chg.-0.260 |
Bid21:59:20 |
Ask13/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.540EUR |
-6.84% |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
170.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD13AE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.30 |
| Parity: |
3.54 |
| Time value: |
0.19 |
| Break-even: |
207.30 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.23 |
| Spread %: |
6.57% |
| Delta: |
0.90 |
| Theta: |
-0.24 |
| Omega: |
4.95 |
| Rho: |
0.05 |
Quote data
| Open: |
3.730 |
| High: |
3.740 |
| Low: |
3.540 |
| Previous Close: |
3.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.54% |
| 3 Months |
|
|
-20.27% |
| YTD |
|
|
+183.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.800 |
3.430 |
| 6M High / 6M Low: |
4.440 |
0.670 |
| High (YTD): |
06/03/2024 |
4.440 |
| Low (YTD): |
11/01/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.10% |
| Volatility 6M: |
|
205.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
