UniCredit Call 20.5 DTE 19.06.2024
/ DE000HC1B3B5
UniCredit Call 20.5 DTE 19.06.202.../ DE000HC1B3B5 /
| 2024-05-31 8:45:55 PM |
Chg.- |
Bid8:57:13 AM |
Ask8:57:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
- |
1.97
Bid Size: 3,000 |
-
Ask Size: - |
DT.TELEKOM AG NA |
20.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC1B3B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2022-10-31 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.16 |
| Parity: |
1.79 |
| Time value: |
0.20 |
| Break-even: |
22.49 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
3.11% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
9.48 |
| Rho: |
0.01 |
Quote data
| Open: |
1.85 |
| High: |
1.89 |
| Low: |
1.84 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.04% |
| 1 Month |
|
|
+35.00% |
| 3 Months |
|
|
+14.55% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
-10.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.22 |
| 1M High / 1M Low: |
1.89 |
1.22 |
| 6M High / 6M Low: |
3.03 |
0.88 |
| High (YTD): |
2024-01-22 |
3.03 |
| Low (YTD): |
2024-04-18 |
0.88 |
| 52W High: |
2024-01-22 |
3.03 |
| 52W Low: |
2023-08-08 |
0.65 |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
183.67% |
| Volatility 6M: |
|
154.42% |
| Volatility 1Y: |
|
137.96% |
| Volatility 3Y: |
|
- |
