UniCredit Call 95 BMW 19.06.2024
/ DE000HC3RLE5
UniCredit Call 95 BMW 19.06.2024/ DE000HC3RLE5 /
2024-06-06 1:35:33 PM |
Chg.-0.060 |
Bid2:17:40 PM |
Ask2:17:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-10.53% |
0.490 Bid Size: 45,000 |
0.510 Ask Size: 45,000 |
BAY.MOTOREN WERKE AG... |
95.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC3RLE |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BAY.MOTOREN WERKE AG ST |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-02-02 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
136.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
-3.58 |
Time value: |
0.67 |
Break-even: |
95.67 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
2.58 |
Spread abs.: |
0.07 |
Spread %: |
11.67% |
Delta: |
0.24 |
Theta: |
-0.06 |
Omega: |
33.42 |
Rho: |
0.01 |
Quote data
Open: |
0.540 |
High: |
0.560 |
Low: |
0.510 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-54.46% |
1 Month |
|
|
-89.01% |
3 Months |
|
|
-91.75% |
YTD |
|
|
-89.29% |
1 Year |
|
|
-91.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.160 |
0.570 |
1M High / 1M Low: |
5.150 |
0.570 |
6M High / 6M Low: |
8.360 |
0.570 |
High (YTD): |
2024-04-08 |
8.360 |
Low (YTD): |
2024-06-05 |
0.570 |
52W High: |
2024-04-08 |
8.360 |
52W Low: |
2024-06-05 |
0.570 |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.640 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.738 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
287.29% |
Volatility 6M: |
|
174.38% |
Volatility 1Y: |
|
141.66% |
Volatility 3Y: |
|
- |