UniCredit Call 36 DHL 19.06.2024
/ DE000HC3ELA1
UniCredit Call 36 DHL 19.06.2024/ DE000HC3ELA1 /
| 6/14/2024 9:45:56 AM |
Chg.-0.29 |
Bid1:04:15 PM |
Ask1:04:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-10.94% |
1.86
Bid Size: 30,000 |
1.91
Ask Size: 30,000 |
DEUTSCHE POST AG NA ... |
36.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC3ELA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE POST AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
1/24/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.65 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.20 |
| Parity: |
2.63 |
| Time value: |
0.18 |
| Break-even: |
38.81 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.17 |
| Spread %: |
6.44% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
12.00 |
| Rho: |
0.00 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.48% |
| 1 Month |
|
|
-21.85% |
| 3 Months |
|
|
+21.65% |
| YTD |
|
|
-29.34% |
| 1 Year |
|
|
-18.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.30 |
2.65 |
| 1M High / 1M Low: |
3.36 |
2.44 |
| 6M High / 6M Low: |
3.50 |
1.54 |
| High (YTD): |
1/26/2024 |
3.50 |
| Low (YTD): |
4/25/2024 |
1.54 |
| 52W High: |
1/26/2024 |
3.50 |
| 52W Low: |
4/25/2024 |
1.54 |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.74 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
131.67% |
| Volatility 6M: |
|
109.50% |
| Volatility 1Y: |
|
88.61% |
| Volatility 3Y: |
|
- |
