UniCredit Call 190 IDP 18.09.2024
/ DE000HD4WFG9
UniCredit Call 190 IDP 18.09.2024/ DE000HD4WFG9 /
| 2024-06-21 1:19:56 PM |
Chg.0.000 |
Bid9:58:58 PM |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.810EUR |
0.00% |
3.650
Bid Size: 4,000 |
-
Ask Size: - |
BIOGEN INC. DL -,000... |
190.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4WFG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BIOGEN INC. DL -,0005 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.22 |
| Parity: |
1.95 |
| Time value: |
1.88 |
| Break-even: |
228.30 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.17 |
| Spread %: |
4.64% |
| Delta: |
0.69 |
| Theta: |
-0.15 |
| Omega: |
3.75 |
| Rho: |
0.25 |
Quote data
| Open: |
3.760 |
| High: |
3.810 |
| Low: |
3.720 |
| Previous Close: |
3.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.40% |
| 1 Month |
|
|
-4.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
3.590 |
| 1M High / 1M Low: |
4.710 |
3.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
