UniCredit Call 185 SWGAF 19.06.2024
/ DE000HD4YUB5
UniCredit Call 185 SWGAF 19.06.20.../ DE000HD4YUB5 /
| 2024-05-21 9:57:42 AM |
Chg.-0.120 |
Bid10:49:57 AM |
Ask10:49:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
-7.23% |
1.480
Bid Size: 20,000 |
1.510
Ask Size: 20,000 |
Swatch Group AG |
185.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4YUB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.28 |
| Parity: |
1.44 |
| Time value: |
0.83 |
| Break-even: |
207.70 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.65 |
| Spread %: |
40.12% |
| Delta: |
0.70 |
| Theta: |
-0.23 |
| Omega: |
6.13 |
| Rho: |
0.09 |
Quote data
| Open: |
1.540 |
| High: |
1.540 |
| Low: |
1.540 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.19% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.150 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
