UniCredit Call 120 BEI 19.06.2024
/ DE000HC2NVZ0
UniCredit Call 120 BEI 19.06.2024/ DE000HC2NVZ0 /
| 2024-05-13 1:12:08 PM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
120.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC2NVZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2022-12-19 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.14 |
| Parity: |
2.44 |
| Time value: |
0.33 |
| Break-even: |
147.60 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.83 |
| Theta: |
-0.22 |
| Omega: |
4.37 |
| Rho: |
0.05 |
Quote data
| Open: |
2.66 |
| High: |
2.79 |
| Low: |
2.66 |
| Previous Close: |
2.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.74% |
| 3 Months |
|
|
+88.89% |
| YTD |
|
|
+46.24% |
| 1 Year |
|
|
+114.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.78 |
2.33 |
| 6M High / 6M Low: |
2.78 |
1.06 |
| High (YTD): |
2024-05-10 |
2.78 |
| Low (YTD): |
2024-04-09 |
1.06 |
| 52W High: |
2024-05-10 |
2.78 |
| 52W Low: |
2023-07-20 |
0.75 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.39 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.41% |
| Volatility 6M: |
|
104.10% |
| Volatility 1Y: |
|
102.34% |
| Volatility 3Y: |
|
- |
