UniCredit Call 21.5 DTE 19.06.2024
/ DE000HD04RJ1
UniCredit Call 21.5 DTE 19.06.202.../ DE000HD04RJ1 /
| 2024-05-31 7:40:19 PM |
Chg.+0.250 |
Bid9:05:48 AM |
Ask9:05:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+37.31% |
1.010
Bid Size: 30,000 |
1.050
Ask Size: 30,000 |
DT.TELEKOM AG NA |
21.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD04RJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.14 |
| Parity: |
0.79 |
| Time value: |
0.24 |
| Break-even: |
22.53 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
6.19% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
16.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.960 |
| Low: |
0.900 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.92% |
| 1 Month |
|
|
+48.39% |
| 3 Months |
|
|
+46.03% |
| YTD |
|
|
+35.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.430 |
| 1M High / 1M Low: |
0.920 |
0.430 |
| 6M High / 6M Low: |
1.270 |
0.350 |
| High (YTD): |
2024-01-24 |
1.270 |
| Low (YTD): |
2024-04-18 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.64% |
| Volatility 6M: |
|
206.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
