UniCredit Call 250 MTX 19.06.2024
/ DE000HC2P681
UniCredit Call 250 MTX 19.06.2024/ DE000HC2P681 /
2024-05-31 3:50:16 PM |
Chg.+0.010 |
Bid4:12:23 PM |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
+100.00% |
0.015 Bid Size: 35,000 |
- Ask Size: - |
MTU AERO ENGINES NA ... |
250.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC2P68 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MTU AERO ENGINES NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2022-12-19 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.91 |
Historic volatility: |
0.27 |
Parity: |
-1.91 |
Time value: |
1.19 |
Break-even: |
261.90 |
Moneyness: |
0.92 |
Premium: |
0.13 |
Premium p.a.: |
10.25 |
Spread abs.: |
1.18 |
Spread %: |
11,800.00% |
Delta: |
0.39 |
Theta: |
-0.49 |
Omega: |
7.64 |
Rho: |
0.04 |
Quote data
Open: |
0.001 |
High: |
0.050 |
Low: |
0.001 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-75.00% |
1 Month |
|
|
-84.62% |
3 Months |
|
|
-93.10% |
YTD |
|
|
-86.67% |
1 Year |
|
|
-98.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.010 |
1M High / 1M Low: |
0.250 |
0.010 |
6M High / 6M Low: |
0.630 |
0.010 |
High (YTD): |
2024-04-02 |
0.630 |
Low (YTD): |
2024-05-30 |
0.010 |
52W High: |
2023-06-20 |
2.470 |
52W Low: |
2024-05-30 |
0.010 |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.254 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.581 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,161.59% |
Volatility 6M: |
|
570.49% |
Volatility 1Y: |
|
429.00% |
Volatility 3Y: |
|
- |