UniCredit Call 500 RHM 15.05.2024
/ DE000HD3T5T8
UniCredit Call 500 RHM 15.05.2024/ DE000HD3T5T8 /
| 2024-05-08 7:39:00 PM |
Chg.+0.110 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
+3.02% |
3.720
Bid Size: 2,000 |
3.930
Ask Size: 2,000 |
RHEINMETALL AG |
500.00 EUR |
2024-05-15 |
Call |
Master data
| WKN: |
HD3T5T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-05-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.29 |
| Parity: |
2.88 |
| Time value: |
1.59 |
| Break-even: |
544.70 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
3.69 |
| Spread abs.: |
0.85 |
| Spread %: |
23.48% |
| Delta: |
0.69 |
| Theta: |
-1.84 |
| Omega: |
8.13 |
| Rho: |
0.06 |
Quote data
| Open: |
3.490 |
| High: |
4.190 |
| Low: |
3.490 |
| Previous Close: |
3.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.38% |
| 1 Month |
|
|
-45.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
2.150 |
| 1M High / 1M Low: |
6.920 |
2.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.515 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.043 |
| Avg. volume 1M: |
|
511.905 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
