UniCredit Call 95 SY1 19.06.2024
/ DE000HD0LGH6
UniCredit Call 95 SY1 19.06.2024/ DE000HD0LGH6 /
| 5/17/2024 7:31:57 PM |
Chg.+0.130 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+20.00% |
0.760
Bid Size: 6,000 |
0.830
Ask Size: 6,000 |
SYMRISE AG INH. O.N. |
95.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD0LGH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.56 |
| Time value: |
0.14 |
| Break-even: |
101.90 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
11.29% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
11.45 |
| Rho: |
0.07 |
Quote data
| Open: |
0.620 |
| High: |
0.800 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
+1.30% |
| YTD |
|
|
-22.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.650 |
| 1M High / 1M Low: |
1.130 |
0.620 |
| 6M High / 6M Low: |
1.760 |
0.510 |
| High (YTD): |
3/25/2024 |
1.760 |
| Low (YTD): |
1/23/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.17% |
| Volatility 6M: |
|
161.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
