UniCredit Call 95 WDP 19.06.2024
/ DE000HC3BYE2
UniCredit Call 95 WDP 19.06.2024/ DE000HC3BYE2 /
2024-06-04 12:40:51 PM |
Chg.-0.020 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-2.99% |
0.650 Bid Size: 15,000 |
0.660 Ask Size: 15,000 |
DISNEY (WALT) CO. |
95.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC3BYE |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-01-23 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.93 |
Historic volatility: |
0.24 |
Parity: |
-0.08 |
Time value: |
0.68 |
Break-even: |
101.80 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
5.57 |
Spread abs.: |
0.01 |
Spread %: |
1.49% |
Delta: |
0.52 |
Theta: |
-0.24 |
Omega: |
7.25 |
Rho: |
0.02 |
Quote data
Open: |
0.660 |
High: |
0.670 |
Low: |
0.650 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.17% |
1 Month |
|
|
-20.73% |
3 Months |
|
|
-15.58% |
YTD |
|
|
+116.67% |
1 Year |
|
|
+58.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.570 |
1M High / 1M Low: |
0.860 |
0.540 |
6M High / 6M Low: |
0.870 |
0.270 |
High (YTD): |
2024-03-28 |
0.870 |
Low (YTD): |
2024-01-11 |
0.270 |
52W High: |
2024-03-28 |
0.870 |
52W Low: |
2023-10-26 |
0.190 |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.676 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.608 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.452 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
132.16% |
Volatility 6M: |
|
112.67% |
Volatility 1Y: |
|
116.78% |
Volatility 3Y: |
|
- |