UniCredit Call 9.5 BOY 19.06.2024
/ DE000HD029Z5
UniCredit Call 9.5 BOY 19.06.2024/ DE000HD029Z5 /
| 2024-05-17 10:47:58 AM |
Chg.+0.040 |
Bid3:45:01 PM |
Ask3:45:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+6.25% |
0.670
Bid Size: 30,000 |
0.680
Ask Size: 30,000 |
BCO BIL.VIZ.ARG.NOM.... |
9.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD029Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.47 |
| Time value: |
0.20 |
| Break-even: |
10.17 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
10.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.93% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
+161.54% |
| YTD |
|
|
+385.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.510 |
| 1M High / 1M Low: |
1.610 |
0.510 |
| 6M High / 6M Low: |
1.640 |
0.065 |
| High (YTD): |
2024-04-04 |
1.640 |
| Low (YTD): |
2024-01-26 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.547 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.23% |
| Volatility 6M: |
|
299.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
