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UniCredit Call 2090.62 HMI 19.06..../  DE000HD0QZ05  /

Frankfurt Zert./HVB
5/21/2024  7:20:13 PM Chg.-0.090 Bid7:28:35 PM Ask7:28:35 PM Underlying Strike price Expiration date Option type
2.090EUR -4.13% 2.070
Bid Size: 6,000		 2.140
Ask Size: 6,000		 HERMES INTERNATIONAL... 2,090.6229 - 6/19/2024 Call
 

Master data

WKN: HD0QZ0
Issuer: UniCredit
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,090.62 -
Maturity: 6/19/2024
Issue date: 11/16/2023
Last trading day: 6/18/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 10.09
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.10
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 2.10
Time value: 0.18
Break-even: 2,318.62
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.14
Spread %: 6.54%
Delta: 0.89
Theta: -0.84
Omega: 8.94
Rho: 1.44
 

Quote data

Open: 2.240
High: 2.240
Low: 2.050
Previous Close: 2.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.11%
1 Month
  -19.92%
3 Months
  -0.95%
YTD  
+158.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.250 2.090
1M High / 1M Low: 2.930 1.830
6M High / 6M Low: 3.550 0.340
High (YTD): 3/20/2024 3.550
Low (YTD): 1/23/2024 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   2.178
Avg. volume 1W:   0.000
Avg. price 1M:   2.306
Avg. volume 1M:   0.000
Avg. price 6M:   1.776
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.96%
Volatility 6M:   190.56%
Volatility 1Y:   -
Volatility 3Y:   -