UniCredit Call 130 FI 19.06.2024
/ DE000HC79PB6
UniCredit Call 130 FI 19.06.2024/ DE000HC79PB6 /
| 2024-06-11 7:26:22 PM |
Chg.-0.130 |
Bid9:59:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-7.39% |
1.670
Bid Size: 10,000 |
-
Ask Size: - |
Fiserv |
130.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC79PB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.15 |
| Parity: |
0.90 |
| Time value: |
0.96 |
| Break-even: |
148.60 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
20.13 |
| Spread abs.: |
0.04 |
| Spread %: |
2.20% |
| Delta: |
0.65 |
| Theta: |
-0.82 |
| Omega: |
4.88 |
| Rho: |
0.02 |
Quote data
| Open: |
1.740 |
| High: |
1.760 |
| Low: |
1.570 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.68% |
| 1 Month |
|
|
-30.93% |
| 3 Months |
|
|
-22.38% |
| YTD |
|
|
+52.34% |
| 1 Year |
|
|
+75.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.710 |
| 1M High / 1M Low: |
2.380 |
1.610 |
| 6M High / 6M Low: |
2.870 |
0.990 |
| High (YTD): |
2024-03-28 |
2.870 |
| Low (YTD): |
2024-01-03 |
0.990 |
| 52W High: |
2024-03-28 |
2.870 |
| 52W Low: |
2023-10-23 |
0.370 |
| Avg. price 1W: |
|
1.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.889 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.359 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
92.47% |
| Volatility 6M: |
|
94.54% |
| Volatility 1Y: |
|
100.63% |
| Volatility 3Y: |
|
- |
