UniCredit Call 21 ASG 19.06.2024
/ DE000HC7MAA8
UniCredit Call 21 ASG 19.06.2024/ DE000HC7MAA8 /
| 5/13/2024 10:51:56 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.43EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GENERALI |
21.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC7MAA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GENERALI |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.24 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.14 |
| Parity: |
2.24 |
| Time value: |
1.22 |
| Break-even: |
24.46 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
13.41 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.14 |
| Omega: |
4.74 |
| Rho: |
0.00 |
Quote data
| Open: |
3.25 |
| High: |
3.43 |
| Low: |
3.25 |
| Previous Close: |
3.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.18% |
| 3 Months |
|
|
+99.42% |
| YTD |
|
|
+971.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.43 |
3.43 |
| 6M High / 6M Low: |
3.43 |
0.27 |
| High (YTD): |
5/13/2024 |
3.43 |
| Low (YTD): |
1/2/2024 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
48.08 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
163.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
