UniCredit Call 27 R6C0 19.06.2024
/ DE000HC2VVK5
UniCredit Call 27 R6C0 19.06.2024/ DE000HC2VVK5 /
| 5/10/2024 3:15:24 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SHELL PLC |
27.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC2VVK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SHELL PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
1/4/2023 |
| Last trading day: |
5/13/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
1.85 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
0.22 |
| Break-even: |
34.30 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
4.52 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.13 |
| Omega: |
3.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.720 |
| High: |
0.740 |
| Low: |
0.720 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.45% |
| 3 Months |
|
|
+155.17% |
| YTD |
|
|
+105.56% |
| 1 Year |
|
|
+174.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.740 |
0.670 |
| 6M High / 6M Low: |
0.740 |
0.200 |
| High (YTD): |
5/10/2024 |
0.740 |
| Low (YTD): |
1/24/2024 |
0.200 |
| 52W High: |
5/10/2024 |
0.740 |
| 52W Low: |
1/24/2024 |
0.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.386 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
60.28% |
| Volatility 6M: |
|
95.35% |
| Volatility 1Y: |
|
96.90% |
| Volatility 3Y: |
|
- |
