UniCredit Call 38 SGM 19.06.2024
/ DE000HD4VV99
UniCredit Call 38 SGM 19.06.2024/ DE000HD4VV99 /
| 2024-05-23 9:39:31 AM |
Chg.+0.040 |
Bid10:12:06 AM |
Ask10:12:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+23.53% |
0.190
Bid Size: 125,000 |
0.200
Ask Size: 125,000 |
STMICROELECTRONICS |
38.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4VV9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-18 |
| 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: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.330 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.178 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
333.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
