UniCredit Call 46 RNL 19.06.2024
/ DE000HD5HPA9
UniCredit Call 46 RNL 19.06.2024/ DE000HD5HPA9 /
| 2024-06-07 11:31:59 AM |
Chg.-0.110 |
Bid12:02:47 PM |
Ask12:02:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-18.33% |
0.510
Bid Size: 125,000 |
0.520
Ask Size: 125,000 |
RENAULT INH. EO... |
46.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD5HPA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.29 |
| Parity: |
0.59 |
| Time value: |
0.03 |
| Break-even: |
52.20 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
6.90% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
7.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.600 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
