UniCredit Call 220 ESL 19.06.2024
/ DE000HC7DZ70
UniCredit Call 220 ESL 19.06.2024/ DE000HC7DZ70 /
| 2024-05-22 10:39:41 AM |
Chg.-0.015 |
Bid10:46:02 AM |
Ask10:46:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
-18.75% |
0.061
Bid Size: 60,000 |
0.076
Ask Size: 60,000 |
ESSILORLUXO. INH. EO... |
220.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7DZ7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
139.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.07 |
| Time value: |
0.15 |
| Break-even: |
221.50 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.07 |
| Spread %: |
87.50% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
30.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.78% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-27.78% |
| YTD |
|
|
-35.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.046 |
| 1M High / 1M Low: |
0.130 |
0.033 |
| 6M High / 6M Low: |
0.410 |
0.033 |
| High (YTD): |
2024-03-20 |
0.410 |
| Low (YTD): |
2024-04-30 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
817.96% |
| Volatility 6M: |
|
433.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
