UniCredit Call 11.5 CBK 15.05.2024
/ DE000HD3NDD2
UniCredit Call 11.5 CBK 15.05.202.../ DE000HD3NDD2 /
| 2024-05-03 7:35:40 PM |
Chg.-0.200 |
Bid9:53:00 PM |
Ask9:53:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
-8.13% |
2.270
Bid Size: 10,000 |
2.290
Ask Size: 10,000 |
COMMERZBANK AG |
11.50 EUR |
2024-05-15 |
Call |
Master data
| WKN: |
HD3NDD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-05-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.29 |
| Parity: |
2.22 |
| Time value: |
0.08 |
| Break-even: |
13.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
1.77% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
5.50 |
| Rho: |
0.00 |
Quote data
| Open: |
2.540 |
| High: |
2.550 |
| Low: |
2.190 |
| Previous Close: |
2.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.36% |
| 1 Month |
|
|
+20.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
2.260 |
| 1M High / 1M Low: |
2.670 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.034 |
| Avg. volume 1M: |
|
261.905 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
