UniCredit Call 4.2 BSD2 19.06.2024
/ DE000HC9VQ10
UniCredit Call 4.2 BSD2 19.06.202.../ DE000HC9VQ10 /
| 2024-05-13 12:35:57 PM |
Chg.0.000 |
Bid9:58:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.560
Bid Size: 10,000 |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.20 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9VQ1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-05-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.53 |
| Time value: |
0.07 |
| Break-even: |
4.80 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.45% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
6.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.55% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
+882.76% |
| YTD |
|
|
+280.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.440 |
| 1M High / 1M Low: |
0.650 |
0.250 |
| 6M High / 6M Low: |
0.650 |
0.049 |
| High (YTD): |
2024-04-29 |
0.650 |
| Low (YTD): |
2024-02-16 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.18% |
| Volatility 6M: |
|
197.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
