UniCredit Call 3.4 IES 19.06.2024
/ DE000HD2HXS2
UniCredit Call 3.4 IES 19.06.2024/ DE000HD2HXS2 /
| 5/24/2024 7:28:52 PM |
Chg.+0.020 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+12.50% |
0.170
Bid Size: 15,000 |
0.210
Ask Size: 15,000 |
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: |
16.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.15 |
| Time value: |
0.06 |
| Break-even: |
3.61 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
23.53% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
12.31 |
| Rho: |
0.00 |
Quote data
| Open: |
0.140 |
| High: |
0.180 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+1185.71% |
| 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: |
|
360.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
