UniCredit Call 26.5 R6C0 19.06.2024
/ DE000HC2VVJ7
UniCredit Call 26.5 R6C0 19.06.20.../ DE000HC2VVJ7 /
2024-05-13 12:39:38 PM |
Chg.+0.010 |
Bid8:56:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+1.28% |
- Bid Size: - |
- Ask Size: - |
SHELL PLC |
26.50 - |
2024-06-19 |
Call |
Master data
WKN: |
HC2VVJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SHELL PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.50 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-01-04 |
Last trading day: |
2024-05-13 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.56 |
Implied volatility: |
1.94 |
Historic volatility: |
0.18 |
Parity: |
0.56 |
Time value: |
0.22 |
Break-even: |
34.30 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
4.52 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.76 |
Theta: |
-0.14 |
Omega: |
3.12 |
Rho: |
0.01 |
Quote data
Open: |
0.790 |
High: |
0.800 |
Low: |
0.790 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+8.22% |
3 Months |
|
|
+139.39% |
YTD |
|
|
+97.50% |
1 Year |
|
|
+172.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.790 |
0.720 |
6M High / 6M Low: |
0.790 |
0.230 |
High (YTD): |
2024-05-13 |
0.790 |
Low (YTD): |
2024-01-22 |
0.230 |
52W High: |
2024-05-13 |
0.790 |
52W Low: |
2024-01-22 |
0.230 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.752 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.452 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.426 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
44.03% |
Volatility 6M: |
|
86.59% |
Volatility 1Y: |
|
90.11% |
Volatility 3Y: |
|
- |