UniCredit Call 21.5 LDO 19.06.2024
/ DE000HD5MVM2
UniCredit Call 21.5 LDO 19.06.202.../ DE000HD5MVM2 /
| 2024-06-07 10:29:42 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
21.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD5MVM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-06-07 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.28 |
| Parity: |
1.36 |
| Time value: |
0.97 |
| Break-even: |
23.83 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
11.53 |
| Spread abs.: |
-0.18 |
| Spread %: |
-7.17% |
| Delta: |
0.67 |
| Theta: |
-0.12 |
| Omega: |
6.58 |
| Rho: |
0.00 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.19 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
