UniCredit Call 26.5 R6C0 19.06.2024
/ DE000HC2VVJ7
UniCredit Call 26.5 R6C0 19.06.20.../ DE000HC2VVJ7 /
| 2024-05-13 10:05:39 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
-
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: |
0.770 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.72% |
| 3 Months |
|
|
+139.39% |
| YTD |
|
|
+97.50% |
| 1 Year |
|
|
+163.33% |
| 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: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.451 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.425 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
44.64% |
| Volatility 6M: |
|
85.30% |
| Volatility 1Y: |
|
89.30% |
| Volatility 3Y: |
|
- |
