UniCredit Call 3.7 IES 14.08.2024
/ DE000HD5SCA4
UniCredit Call 3.7 IES 14.08.2024/ DE000HD5SCA4 /
| 2024-06-21 7:40:05 PM |
Chg.-0.013 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-21.67% |
0.039
Bid Size: 35,000 |
0.074
Ask Size: 35,000 |
INTESA SANPAOLO |
3.70 - |
2024-08-14 |
Call |
Master data
| WKN: |
HD5SCA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.70 - |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.25 |
| Time value: |
0.07 |
| Break-even: |
3.77 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.04 |
| Spread %: |
89.74% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
14.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.046 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
-41.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.047 |
| 1M High / 1M Low: |
0.110 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,141.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
