UniCredit Call 40 PAH3 19.06.2024
/ DE000HD01186
UniCredit Call 40 PAH3 19.06.2024/ DE000HD01186 /
| 6/14/2024 8:05:07 PM |
Chg.-0.63 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.51EUR |
-20.06% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AUTOM.HLDG V... |
40.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD0118 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PORSCHE AUTOM.HLDG VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
2.46 |
| Time value: |
0.26 |
| Break-even: |
42.72 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.25 |
| Spread %: |
10.12% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
13.03 |
| Rho: |
0.00 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.41 |
| Previous Close: |
3.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.29% |
| 1 Month |
|
|
-46.93% |
| 3 Months |
|
|
-28.29% |
| YTD |
|
|
-27.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.93 |
2.51 |
| 1M High / 1M Low: |
4.95 |
2.51 |
| 6M High / 6M Low: |
4.95 |
2.51 |
| High (YTD): |
6/7/2024 |
4.95 |
| Low (YTD): |
6/14/2024 |
2.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.74% |
| Volatility 6M: |
|
91.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
