UniCredit Call 4.8 BSD2 19.06.2024
/ DE000HD11J71
UniCredit Call 4.8 BSD2 19.06.202.../ DE000HD11J71 /
| 5/14/2024 3:09:43 PM |
Chg.0.000 |
Bid3:12:16 PM |
Ask3:12:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.120
Bid Size: 150,000 |
0.130
Ask Size: 150,000 |
BCO SANTANDER N.EO0,... |
4.80 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD11J7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 - |
| Maturity: |
6/19/2024 |
| Issue date: |
11/30/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-0.04 |
| Time value: |
0.14 |
| Break-even: |
4.94 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
16.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+103.39% |
| 3 Months |
|
|
+1100.00% |
| YTD |
|
|
+172.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.120 |
| 1M High / 1M Low: |
0.210 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/29/2024 |
0.210 |
| Low (YTD): |
2/28/2024 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
