UniCredit Call 3.4 IES 19.06.2024
/ DE000HD2HXS2
UniCredit Call 3.4 IES 19.06.2024/ DE000HD2HXS2 /
| 27/05/2024 19:30:39 |
Chg.+0.010 |
Bid21:59:19 |
Ask21:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
-
Bid Size: - |
-
Ask Size: - |
INTESA SANPAOLO |
3.40 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD2HXS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.40 - |
| Maturity: |
19/06/2024 |
| Issue date: |
07/02/2024 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
0.15 |
| Time value: |
0.06 |
| Break-even: |
3.61 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
23.53% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
12.29 |
| Rho: |
0.00 |
Quote data
| Open: |
0.170 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
+1483.33% |
| 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: |
|
- |
