UniCredit Call 22.5 LDO 19.06.2024
/ DE000HD5EMD7
UniCredit Call 22.5 LDO 19.06.202.../ DE000HD5EMD7 /
| 2024-06-12 7:33:25 PM |
Chg.-0.740 |
Bid9:02:20 AM |
Ask9:02:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-56.49% |
0.590
Bid Size: 6,000 |
0.660
Ask Size: 6,000 |
LEONARDO |
22.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD5EMD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.28 |
| Parity: |
0.81 |
| Time value: |
0.57 |
| Break-even: |
23.88 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.47 |
| Spread %: |
51.65% |
| Delta: |
0.66 |
| Theta: |
-0.06 |
| Omega: |
11.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.810 |
| High: |
0.930 |
| Low: |
0.480 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.09% |
| 1 Month |
|
|
-19.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
0.570 |
| 1M High / 1M Low: |
1.920 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
