UniCredit Call 85 WDP 19.06.2024
/ DE000HC8DY96
UniCredit Call 85 WDP 19.06.2024/ DE000HC8DY96 /
| 10/05/2024 14:12:57 |
Chg.+0.050 |
Bid21:57:39 |
Ask10/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
+2.53% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
85.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC8DY9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
02/08/2023 |
| Last trading day: |
13/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
2.51 |
| Historic volatility: |
0.24 |
| Parity: |
0.90 |
| Time value: |
1.14 |
| Break-even: |
105.40 |
| Moneyness: |
1.11 |
| Premium: |
0.12 |
| Premium p.a.: |
43.54 |
| Spread abs.: |
0.04 |
| Spread %: |
2.00% |
| Delta: |
0.67 |
| Theta: |
-0.68 |
| Omega: |
3.11 |
| Rho: |
0.01 |
Quote data
| Open: |
2.010 |
| High: |
2.030 |
| Low: |
2.000 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.53% |
| 3 Months |
|
|
-17.81% |
| YTD |
|
|
+97.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.030 |
1.980 |
| 6M High / 6M Low: |
3.580 |
0.930 |
| High (YTD): |
28/03/2024 |
3.580 |
| Low (YTD): |
11/01/2024 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
140.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
