UniCredit Call 36 1COV 19.06.2024
/ DE000HC6FZ87
UniCredit Call 36 1COV 19.06.2024/ DE000HC6FZ87 /
| 2024-05-15 11:52:52 AM |
Chg.+0.010 |
Bid9:59:31 PM |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+0.77% |
-
Bid Size: - |
-
Ask Size: - |
COVESTRO AG O.N. |
36.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC6FZ8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COVESTRO AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-04 |
| Last trading day: |
2024-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
1.72 |
| Historic volatility: |
0.28 |
| Parity: |
1.24 |
| Time value: |
0.08 |
| Break-even: |
49.20 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.06 |
| Spread %: |
4.76% |
| Delta: |
0.89 |
| Theta: |
-0.14 |
| Omega: |
3.27 |
| Rho: |
0.01 |
Quote data
| Open: |
1.300 |
| High: |
1.340 |
| Low: |
1.300 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.15% |
| 3 Months |
|
|
-11.49% |
| YTD |
|
|
-26.82% |
| 1 Year |
|
|
+79.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.320 |
1.270 |
| 6M High / 6M Low: |
1.900 |
1.180 |
| High (YTD): |
2024-01-04 |
1.750 |
| Low (YTD): |
2024-04-30 |
1.180 |
| 52W High: |
2023-12-18 |
1.900 |
| 52W Low: |
2023-06-12 |
0.780 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.503 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.484 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
43.29% |
| Volatility 6M: |
|
60.62% |
| Volatility 1Y: |
|
82.33% |
| Volatility 3Y: |
|
- |
