UniCredit Call 28 BAYN 15.05.2024
/ DE000HD2UNX6
UniCredit Call 28 BAYN 15.05.2024/ DE000HD2UNX6 /
| 2024-05-08 8:18:17 PM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
28.00 - |
2024-05-15 |
Call |
Master data
| WKN: |
HD2UNX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.30 |
| Parity: |
0.05 |
| Time value: |
0.16 |
| Break-even: |
30.10 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
16.74 |
| Spread abs.: |
0.12 |
| Spread %: |
133.33% |
| Delta: |
0.58 |
| Theta: |
-0.13 |
| Omega: |
7.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.077 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-18.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.065 |
| 1M High / 1M Low: |
0.098 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
191,722.400 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
153,243.429 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
564.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
