UniCredit Call 170 CMC 19.06.2024
/ DE000HC663A5
UniCredit Call 170 CMC 19.06.2024/ DE000HC663A5 /
| 2024-05-02 1:27:35 PM |
Chg.+0.040 |
Bid9:59:42 PM |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
+1.74% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
170.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC663A |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-04-20 |
| Last trading day: |
2024-05-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.15 |
| Parity: |
1.68 |
| Time value: |
0.72 |
| Break-even: |
194.00 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.22 |
| Spread %: |
10.09% |
| Delta: |
0.72 |
| Theta: |
-0.35 |
| Omega: |
5.62 |
| Rho: |
0.05 |
Quote data
| Open: |
2.170 |
| High: |
2.340 |
| Low: |
2.170 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.74% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
+138.78% |
| 1 Year |
|
|
+485.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.340 |
2.340 |
| 6M High / 6M Low: |
2.940 |
0.480 |
| High (YTD): |
2024-03-28 |
2.940 |
| Low (YTD): |
2024-01-18 |
0.740 |
| 52W High: |
2024-03-28 |
2.940 |
| 52W Low: |
2023-11-01 |
0.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.947 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
147.41% |
| Volatility 1Y: |
|
148.08% |
| Volatility 3Y: |
|
- |
