UniCredit Call 22.2 DTE 19.06.2024
/ DE000HC94670
UniCredit Call 22.2 DTE 19.06.202.../ DE000HC94670 /
| 2024-06-03 12:41:38 PM |
Chg.+0.150 |
Bid12:49:45 PM |
Ask12:49:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+38.46% |
0.560
Bid Size: 60,000 |
0.570
Ask Size: 60,000 |
DT.TELEKOM AG NA |
22.20 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9467 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.20 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
46.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.14 |
| Parity: |
0.09 |
| Time value: |
0.39 |
| Break-even: |
22.68 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
25.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.540 |
| Low: |
0.440 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+285.71% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+14.89% |
| YTD |
|
|
-12.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.100 |
| 1M High / 1M Low: |
0.400 |
0.100 |
| 6M High / 6M Low: |
1.570 |
0.100 |
| High (YTD): |
2024-01-22 |
1.570 |
| Low (YTD): |
2024-05-29 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.632 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
607.55% |
| Volatility 6M: |
|
339.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
