UniCredit Call 3.9 IES 17.07.2024
/ DE000HD5DB45
UniCredit Call 3.9 IES 17.07.2024/ DE000HD5DB45 /
| 2024-06-17 10:53:07 AM |
Chg.+0.003 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
+75.00% |
0.007
Bid Size: 250,000 |
0.014
Ask Size: 250,000 |
INTESA SANPAOLO |
3.90 - |
2024-07-17 |
Call |
Master data
| WKN: |
HD5DB4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.90 - |
| Maturity: |
2024-07-17 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-07-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
97.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.21 |
| Parity: |
-0.57 |
| Time value: |
0.03 |
| Break-even: |
3.93 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
6.60 |
| Spread abs.: |
0.03 |
| Spread %: |
3,300.00% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
14.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.004 |
| High: |
0.007 |
| Low: |
0.003 |
| Previous Close: |
0.004 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-70.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.011 |
0.001 |
| 1M High / 1M Low: |
0.024 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,662.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
