UniCredit Call 22 AZM 19.06.2024
/ DE000HC71YB5
UniCredit Call 22 AZM 19.06.2024/ DE000HC71YB5 /
| 06/05/2024 13:54:29 |
Chg.- |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AZIMUT |
22.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC71YB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AZIMUT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
30/05/2023 |
| Last trading day: |
07/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.19 |
| Parity: |
2.76 |
| Time value: |
0.45 |
| Break-even: |
25.21 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
6.29 |
| Rho: |
0.01 |
Quote data
| Open: |
3.02 |
| High: |
3.14 |
| Low: |
3.02 |
| Previous Close: |
2.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.44% |
| 3 Months |
|
|
-34.17% |
| YTD |
|
|
+26.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.14 |
2.72 |
| 6M High / 6M Low: |
5.43 |
1.32 |
| High (YTD): |
06/03/2024 |
5.43 |
| Low (YTD): |
19/04/2024 |
2.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.31% |
| Volatility 6M: |
|
119.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
