UniCredit Call 45 EBA 19.06.2024
/ DE000HC4X8Y7
UniCredit Call 45 EBA 19.06.2024/ DE000HC4X8Y7 /
| 2024-05-10 2:04:29 PM |
Chg.+0.030 |
Bid9:52:27 PM |
Ask2024-05-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+6.00% |
-
Bid Size: - |
-
Ask Size: - |
EBAY INC. DL... |
45.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC4X8Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
EBAY INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.11 |
| Break-even: |
50.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
-0.03 |
| Spread %: |
-5.26% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
6.96 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.90% |
| 3 Months |
|
|
+23.26% |
| YTD |
|
|
+89.29% |
| 1 Year |
|
|
+1.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.530 |
0.460 |
| 6M High / 6M Low: |
0.790 |
0.140 |
| High (YTD): |
2024-03-28 |
0.790 |
| Low (YTD): |
2024-01-18 |
0.140 |
| 52W High: |
2024-03-28 |
0.790 |
| 52W Low: |
2024-01-18 |
0.140 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.413 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.420 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
103.65% |
| Volatility 6M: |
|
166.30% |
| Volatility 1Y: |
|
155.13% |
| Volatility 3Y: |
|
- |
