UniCredit Call 195 SWGAF 19.06.2024
/ DE000HD4RUA1
UniCredit Call 195 SWGAF 19.06.20.../ DE000HD4RUA1 /
| 2024-05-16 7:27:46 PM |
Chg.+0.070 |
Bid4:33:02 PM |
Ask4:33:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+12.50% |
0.930
Bid Size: 25,000 |
0.960
Ask Size: 25,000 |
Swatch Group AG |
195.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4RUA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.19 |
| Time value: |
0.56 |
| Break-even: |
202.40 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.16 |
| Spread %: |
27.59% |
| Delta: |
0.58 |
| Theta: |
-0.10 |
| Omega: |
15.46 |
| Rho: |
0.10 |
Quote data
| Open: |
0.630 |
| High: |
0.710 |
| Low: |
0.630 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.510 |
| 1M High / 1M Low: |
0.750 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
