UniCredit Call 3.8 IES 19.06.2024
/ DE000HD4F7U7
UniCredit Call 3.8 IES 19.06.2024/ DE000HD4F7U7 /
| 2024-05-13 10:37:38 AM |
Chg.+0.002 |
Bid1:19:03 PM |
Ask1:19:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
+16.67% |
0.014
Bid Size: 225,000 |
0.019
Ask Size: 225,000 |
INTESA SANPAOLO |
3.80 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4F7U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
150.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-0.20 |
| Time value: |
0.02 |
| Break-even: |
3.82 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
140.00% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
30.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.014 |
| Previous Close: |
0.012 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.011 |
| 1M High / 1M Low: |
0.028 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
714.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
