UniCredit Call 480 RHM 15.05.2024
/ DE000HD3T5S0
UniCredit Call 480 RHM 15.05.2024/ DE000HD3T5S0 /
| 2024-05-03 7:31:30 PM |
Chg.+1.680 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.270EUR |
+46.80% |
5.360
Bid Size: 2,000 |
5.590
Ask Size: 2,000 |
RHEINMETALL AG |
480.00 EUR |
2024-05-15 |
Call |
Master data
| WKN: |
HD3T5S |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-05-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.24 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
3.24 |
| Time value: |
0.46 |
| Break-even: |
517.00 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.11 |
| Spread %: |
3.06% |
| Delta: |
0.82 |
| Theta: |
-0.47 |
| Omega: |
11.34 |
| Rho: |
0.13 |
Quote data
| Open: |
4.040 |
| High: |
5.700 |
| Low: |
4.040 |
| Previous Close: |
3.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.58% |
| 1 Month |
|
|
-16.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.720 |
3.590 |
| 1M High / 1M Low: |
8.650 |
3.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.579 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
