UniCredit Call 190 SWGAF 19.06.2024
/ DE000HD2HWV8
UniCredit Call 190 SWGAF 19.06.20.../ DE000HD2HWV8 /
| 2024-05-16 7:36:29 PM |
Chg.+0.090 |
Bid3:35:06 PM |
Ask3:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+10.98% |
1.230
Bid Size: 20,000 |
1.260
Ask Size: 20,000 |
Swatch Group AG |
190.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD2HWV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
0.69 |
| Time value: |
0.34 |
| Break-even: |
200.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.16 |
| Spread %: |
18.60% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
13.77 |
| Rho: |
0.12 |
Quote data
| Open: |
0.960 |
| High: |
1.000 |
| Low: |
0.900 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.74% |
| 1 Month |
|
|
-10.78% |
| 3 Months |
|
|
-72.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.760 |
| 1M High / 1M Low: |
1.020 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
