UniCredit Call 3.7 IES 19.06.2024
/ DE000HD4HHE1
UniCredit Call 3.7 IES 19.06.2024/ DE000HD4HHE1 /
| 24/05/2024 19:30:05 |
Chg.+0.005 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+38.46% |
0.009
Bid Size: 35,000 |
0.045
Ask Size: 35,000 |
INTESA SANPAOLO |
3.70 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD4HHE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.70 - |
| Maturity: |
19/06/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
78.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-0.15 |
| Time value: |
0.05 |
| Break-even: |
3.75 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.17 |
| Spread abs.: |
0.04 |
| Spread %: |
400.00% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
23.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.013 |
| High: |
0.020 |
| Low: |
0.013 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.00% |
| 1 Month |
|
|
-60.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.026 |
0.013 |
| 1M High / 1M Low: |
0.051 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
643.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
