UniCredit Call 26 LXS 19.06.2024
/ DE000HD4PP12
UniCredit Call 26 LXS 19.06.2024/ DE000HD4PP12 /
| 2024-05-27 10:56:57 AM |
Chg.+0.050 |
Bid11:00:00 AM |
Ask11:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+10.20% |
0.530
Bid Size: 45,000 |
0.580
Ask Size: 45,000 |
LANXESS AG |
26.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4PP1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.38 |
| Parity: |
-0.61 |
| Time value: |
0.71 |
| Break-even: |
26.71 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.23 |
| Spread %: |
47.92% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
15.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.90% |
| 1 Month |
|
|
-61.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.390 |
| 1M High / 1M Low: |
3.180 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
