UniCredit Call 80 WAF 19.06.2024
/ DE000HC72346
UniCredit Call 80 WAF 19.06.2024/ DE000HC72346 /
2024-06-03 8:11:37 PM |
Chg.-0.025 |
Bid8:47:42 PM |
Ask8:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-96.15% |
0.001 Bid Size: 10,000 |
0.067 Ask Size: 10,000 |
SILTRONIC AG NA O.N. |
80.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC7234 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SILTRONIC AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-05-30 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
98.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
-0.54 |
Time value: |
0.08 |
Break-even: |
80.76 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
5.11 |
Spread abs.: |
0.06 |
Spread %: |
280.00% |
Delta: |
0.22 |
Theta: |
-0.06 |
Omega: |
21.62 |
Rho: |
0.01 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.001 |
Previous Close: |
0.026 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-98.15% |
1 Month |
|
|
-99.38% |
3 Months |
|
|
-99.92% |
YTD |
|
|
-99.93% |
1 Year |
|
|
-99.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.061 |
0.026 |
1M High / 1M Low: |
0.160 |
0.026 |
6M High / 6M Low: |
1.640 |
0.026 |
High (YTD): |
2024-01-09 |
1.640 |
Low (YTD): |
2024-05-31 |
0.026 |
52W High: |
2023-11-29 |
1.740 |
52W Low: |
2024-05-31 |
0.026 |
Avg. price 1W: |
|
0.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.860 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.961 |
Avg. volume 1Y: |
|
1.575 |
Volatility 1M: |
|
412.65% |
Volatility 6M: |
|
269.06% |
Volatility 1Y: |
|
217.00% |
Volatility 3Y: |
|
- |