UniCredit Call 5.5 PSM 19.06.2024
/ DE000HD10M10
UniCredit Call 5.5 PSM 19.06.2024/ DE000HD10M10 /
2024-05-15 11:42:56 AM |
Chg.+0.490 |
Bid9:59:19 PM |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
2.180EUR |
+28.99% |
- Bid Size: - |
- Ask Size: - |
PROSIEBENSAT.1 NA O... |
5.50 - |
2024-06-19 |
Call |
Master data
WKN: |
HD10M1 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
PROSIEBENSAT.1 NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-11-28 |
Last trading day: |
2024-05-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.69 |
Intrinsic value: |
1.69 |
Implied volatility: |
2.66 |
Historic volatility: |
0.45 |
Parity: |
1.69 |
Time value: |
0.51 |
Break-even: |
7.69 |
Moneyness: |
1.31 |
Premium: |
0.07 |
Premium p.a.: |
8.52 |
Spread abs.: |
0.34 |
Spread %: |
18.38% |
Delta: |
0.79 |
Theta: |
-0.04 |
Omega: |
2.60 |
Rho: |
0.00 |
Quote data
Open: |
1.980 |
High: |
2.180 |
Low: |
1.980 |
Previous Close: |
1.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+27.49% |
3 Months |
|
|
+55.71% |
YTD |
|
|
+207.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.180 |
1.660 |
6M High / 6M Low: |
2.390 |
0.470 |
High (YTD): |
2024-04-17 |
2.390 |
Low (YTD): |
2024-02-07 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.803 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.189 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.03% |
Volatility 6M: |
|
219.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |