UniCredit Call 200 UNP 19.06.2024
/ DE000HC40P46
UniCredit Call 200 UNP 19.06.2024/ DE000HC40P46 /
| 2024-06-13 10:41:33 AM |
Chg.0.00 |
Bid2024-06-13 |
Ask2024-06-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
0.00% |
1.84
Bid Size: 6,000 |
1.86
Ask Size: 6,000 |
UNION PAC. DL... |
200.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC40P4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
UNION PAC. DL 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.94 |
| Time value: |
0.91 |
| Break-even: |
218.50 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
12.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.64 |
| Theta: |
-1.06 |
| Omega: |
7.30 |
| Rho: |
0.02 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+7.60% |
| YTD |
|
|
+17.20% |
| 1 Year |
|
|
+109.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.80 |
| 1M High / 1M Low: |
1.85 |
1.73 |
| 6M High / 6M Low: |
1.85 |
1.50 |
| High (YTD): |
2024-06-10 |
1.85 |
| Low (YTD): |
2024-01-11 |
1.50 |
| 52W High: |
2024-06-10 |
1.85 |
| 52W Low: |
2023-06-13 |
0.88 |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
19.00% |
| Volatility 6M: |
|
23.04% |
| Volatility 1Y: |
|
47.37% |
| Volatility 3Y: |
|
- |
