UniCredit Call 130 DYH 19.06.2024
/ DE000HC84XP0
UniCredit Call 130 DYH 19.06.2024/ DE000HC84XP0 /
| 2024-06-04 8:27:26 PM |
Chg.-0.13 |
Bid9:39:09 PM |
Ask9:39:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
-6.05% |
1.89
Bid Size: 10,000 |
-
Ask Size: - |
TARGET CORP. DL-... |
130.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC84XP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TARGET CORP. DL-,0833 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.29 |
| Parity: |
1.03 |
| Time value: |
1.15 |
| Break-even: |
151.80 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
5.80 |
| Spread abs.: |
0.06 |
| Spread %: |
2.83% |
| Delta: |
0.66 |
| Theta: |
-0.52 |
| Omega: |
4.24 |
| Rho: |
0.03 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
1.97 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.26% |
| 1 Month |
|
|
-24.91% |
| 3 Months |
|
|
-11.01% |
| YTD |
|
|
+11.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.41 |
| 1M High / 1M Low: |
3.10 |
1.36 |
| 6M High / 6M Low: |
4.45 |
1.35 |
| High (YTD): |
2024-03-28 |
4.45 |
| Low (YTD): |
2024-05-23 |
1.36 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.25% |
| Volatility 6M: |
|
160.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
