UniCredit Call 3.4 IES 19.06.2024
/ DE000HD2HXS2
UniCredit Call 3.4 IES 19.06.2024/ DE000HD2HXS2 /
| 5/28/2024 11:51:08 AM |
Chg.+0.060 |
Bid5/28/2024 |
Ask5/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+31.58% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
INTESA SANPAOLO |
3.40 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD2HXS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.40 - |
| Maturity: |
6/19/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
0.16 |
| Time value: |
0.06 |
| Break-even: |
3.62 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
22.22% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
11.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.250 |
| Low: |
0.210 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+1983.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.340 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
