UniCredit Call 38 SGM 19.06.2024
/ DE000HD4VV99
UniCredit Call 38 SGM 19.06.2024/ DE000HD4VV99 /
22/05/2024 19:39:46 |
Chg.+0.080 |
Bid21:59:13 |
Ask21:59:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+72.73% |
- Bid Size: - |
- Ask Size: - |
STMICROELECTRONICS |
38.00 - |
19/06/2024 |
Call |
Master data
WKN: |
HD4VV9 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
19/06/2024 |
Issue date: |
22/04/2024 |
Last trading day: |
18/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.43 |
Historic volatility: |
0.31 |
Parity: |
0.08 |
Time value: |
0.15 |
Break-even: |
40.30 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.04 |
Spread %: |
21.05% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
10.22 |
Rho: |
0.02 |
Quote data
Open: |
0.110 |
High: |
0.190 |
Low: |
0.095 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.56% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.110 |
1M High / 1M Low: |
0.310 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.160 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
448.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |