UniCredit Call 65 SAX 19.06.2024
/ DE000HC7SUY3
UniCredit Call 65 SAX 19.06.2024/ DE000HC7SUY3 /
2024-05-21 10:40:31 AM |
Chg.+0.030 |
Bid11:01:27 AM |
Ask11:01:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+10.00% |
0.340 Bid Size: 30,000 |
0.350 Ask Size: 30,000 |
STROEER SE + CO. KGA... |
65.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC7SUY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
STROEER SE + CO. KGAA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-06-29 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
0.23 |
Time value: |
0.12 |
Break-even: |
68.50 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.07 |
Spread %: |
25.00% |
Delta: |
0.70 |
Theta: |
-0.04 |
Omega: |
13.52 |
Rho: |
0.03 |
Quote data
Open: |
0.320 |
High: |
0.330 |
Low: |
0.320 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+650.00% |
1 Month |
|
|
+1400.00% |
3 Months |
|
|
+2257.14% |
YTD |
|
|
+153.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.044 |
1M High / 1M Low: |
0.300 |
0.022 |
6M High / 6M Low: |
0.300 |
0.001 |
High (YTD): |
2024-05-20 |
0.300 |
Low (YTD): |
2024-04-11 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.167 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,214.83% |
Volatility 6M: |
|
4,480.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |