UniCredit Call 790 ASME 19.06.2024
/ DE000HC58907
UniCredit Call 790 ASME 19.06.202.../ DE000HC58907 /
2024-05-31 7:25:33 PM |
Chg.-2.020 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.150EUR |
-19.86% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
790.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC5890 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
790.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-03-22 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.36 |
Intrinsic value: |
8.08 |
Implied volatility: |
0.69 |
Historic volatility: |
0.29 |
Parity: |
8.08 |
Time value: |
2.11 |
Break-even: |
891.90 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.71 |
Spread %: |
7.49% |
Delta: |
0.77 |
Theta: |
-1.19 |
Omega: |
6.55 |
Rho: |
0.28 |
Quote data
Open: |
9.810 |
High: |
9.810 |
Low: |
8.020 |
Previous Close: |
10.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.10% |
1 Month |
|
|
+22.01% |
3 Months |
|
|
-34.27% |
YTD |
|
|
+291.83% |
1 Year |
|
|
+58.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.470 |
8.150 |
1M High / 1M Low: |
10.470 |
6.550 |
6M High / 6M Low: |
17.340 |
0.950 |
High (YTD): |
2024-03-08 |
17.340 |
Low (YTD): |
2024-01-17 |
0.950 |
52W High: |
2024-03-08 |
17.340 |
52W Low: |
2023-09-27 |
0.700 |
Avg. price 1W: |
|
9.734 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.157 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.884 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.927 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
190.32% |
Volatility 6M: |
|
281.60% |
Volatility 1Y: |
|
235.72% |
Volatility 3Y: |
|
- |