UniCredit Call 35 ALN 19.06.2024
/ DE000HD029X0
UniCredit Call 35 ALN 19.06.2024/ DE000HD029X0 /
| 5/21/2024 4:08:37 PM |
Chg.-0.510 |
Bid5:07:48 PM |
Ask5:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-57.95% |
0.390
Bid Size: 80,000 |
0.400
Ask Size: 80,000 |
ALFEN N.V. EO -,10 |
35.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD029X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ALFEN N.V. EO -,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.59 |
| Parity: |
0.71 |
| Time value: |
0.20 |
| Break-even: |
44.10 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
3.61 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.95% |
| 1 Month |
|
|
-22.92% |
| 3 Months |
|
|
-83.18% |
| YTD |
|
|
-86.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.720 |
| 1M High / 1M Low: |
0.880 |
0.350 |
| 6M High / 6M Low: |
2.790 |
0.350 |
| High (YTD): |
2/15/2024 |
2.770 |
| Low (YTD): |
4/25/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.01% |
| Volatility 6M: |
|
189.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
