UniCredit Call 26 INL 19.06.2024
/ DE000HD591V3
UniCredit Call 26 INL 19.06.2024/ DE000HD591V3 /
| 2024-06-03 1:26:13 PM |
Chg.+0.310 |
Bid1:38:56 PM |
Ask1:38:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.390EUR |
+10.06% |
3.380
Bid Size: 8,000 |
3.400
Ask Size: 8,000 |
INTEL CORP. DL... |
26.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD591V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTEL CORP. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.35 |
| Parity: |
2.43 |
| Time value: |
0.87 |
| Break-even: |
29.30 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
6.33 |
| Rho: |
0.01 |
Quote data
| Open: |
3.330 |
| High: |
3.390 |
| Low: |
3.330 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.80% |
| 1 Month |
|
|
+13.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.330 |
3.080 |
| 1M High / 1M Low: |
3.480 |
2.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
