UniCredit Call 130 FI 19.06.2024
/ DE000HC79PB6
UniCredit Call 130 FI 19.06.2024/ DE000HC79PB6 /
| 2024-06-05 8:53:20 AM |
Chg.-0.11 |
Bid12:00:30 PM |
Ask12:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-6.32% |
1.66
Bid Size: 4,000 |
-
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: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.15 |
| Parity: |
0.60 |
| Time value: |
1.14 |
| Break-even: |
147.40 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
7.16 |
| Spread abs.: |
0.06 |
| Spread %: |
3.57% |
| Delta: |
0.62 |
| Theta: |
-0.50 |
| Omega: |
4.85 |
| Rho: |
0.03 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.23% |
| 1 Month |
|
|
-13.76% |
| 3 Months |
|
|
-23.47% |
| YTD |
|
|
+52.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.66 |
| 1M High / 1M Low: |
2.39 |
1.66 |
| 6M High / 6M Low: |
2.90 |
0.98 |
| High (YTD): |
2024-03-28 |
2.90 |
| Low (YTD): |
2024-01-03 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.27% |
| Volatility 6M: |
|
94.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
