UniCredit Call 2.2 IES 19.06.2024
/ DE000HC37YS0
UniCredit Call 2.2 IES 19.06.2024/ DE000HC37YS0 /
| 6/7/2024 9:23:20 PM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
-1.45% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
2.20 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC37YS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.20 - |
| Maturity: |
6/19/2024 |
| Issue date: |
1/16/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
1.39 |
| Time value: |
-0.03 |
| Break-even: |
3.56 |
| Moneyness: |
1.63 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.37 |
| High: |
1.40 |
| Low: |
1.36 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.55% |
| 1 Month |
|
|
-1.45% |
| 3 Months |
|
|
+49.45% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
+385.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.35 |
| 1M High / 1M Low: |
1.54 |
1.30 |
| 6M High / 6M Low: |
1.54 |
0.49 |
| High (YTD): |
5/17/2024 |
1.54 |
| Low (YTD): |
1/2/2024 |
0.54 |
| 52W High: |
5/17/2024 |
1.54 |
| 52W Low: |
10/27/2023 |
0.23 |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.64 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.07% |
| Volatility 6M: |
|
65.40% |
| Volatility 1Y: |
|
87.49% |
| Volatility 3Y: |
|
- |
