UniCredit Call 5.5 PSM 19.06.2024
/ DE000HD10M10
UniCredit Call 5.5 PSM 19.06.2024/ DE000HD10M10 /
| 2024-05-15 9:44:20 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
- |
-
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: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.45 |
| Parity: |
2.10 |
| Time value: |
0.10 |
| Break-even: |
7.69 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.34 |
| Spread %: |
18.38% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.18 |
| Rho: |
0.00 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.03% |
| 3 Months |
|
|
+73.68% |
| YTD |
|
|
+182.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.98 |
1.59 |
| 6M High / 6M Low: |
2.36 |
0.46 |
| High (YTD): |
2024-04-17 |
2.36 |
| Low (YTD): |
2024-02-07 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
1,612 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
142.65 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.41% |
| Volatility 6M: |
|
200.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
