UniCredit Call 140 PRG 19.06.2024
/ DE000HC496T0
UniCredit Call 140 PRG 19.06.2024/ DE000HC496T0 /
| 2024-05-06 2:36:50 PM |
Chg.+0.040 |
Bid9:55:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
+1.72% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
140.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC496T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-02-20 |
| Last trading day: |
2024-05-07 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.12 |
| Parity: |
1.17 |
| Time value: |
1.20 |
| Break-even: |
163.70 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
3.70 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.66 |
| Theta: |
-0.46 |
| Omega: |
4.25 |
| Rho: |
0.04 |
Quote data
| Open: |
2.340 |
| High: |
2.370 |
| Low: |
2.340 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.76% |
| 3 Months |
|
|
+24.08% |
| YTD |
|
|
+127.88% |
| 1 Year |
|
|
+53.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.370 |
2.330 |
| 6M High / 6M Low: |
2.370 |
0.950 |
| High (YTD): |
2024-05-06 |
2.370 |
| Low (YTD): |
2024-01-05 |
1.130 |
| 52W High: |
2024-05-06 |
2.370 |
| 52W Low: |
2023-12-15 |
0.950 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.730 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
28.71% |
| Volatility 6M: |
|
122.05% |
| Volatility 1Y: |
|
101.76% |
| Volatility 3Y: |
|
- |
