UniCredit Call 20 LXS 19.06.2024
/ DE000HD04NB7
UniCredit Call 20 LXS 19.06.2024/ DE000HD04NB7 /
| 2024-05-02 12:24:34 PM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
20.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD04NB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-05-02 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.68 |
| Intrinsic value: |
5.63 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.38 |
| Parity: |
5.63 |
| Time value: |
1.16 |
| Break-even: |
26.79 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
-0.12 |
| Spread %: |
-1.74% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
3.07 |
| Rho: |
0.01 |
Quote data
| Open: |
6.61 |
| High: |
6.85 |
| Low: |
6.61 |
| Previous Close: |
6.55 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.76% |
| 3 Months |
|
|
+63.10% |
| YTD |
|
|
-26.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.85 |
6.48 |
| 6M High / 6M Low: |
9.43 |
3.81 |
| High (YTD): |
2024-01-02 |
8.92 |
| Low (YTD): |
2024-03-05 |
3.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.95% |
| Volatility 6M: |
|
120.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
