UniCredit Call 10.2 FTE 19.06.2024
/ DE000HD53XU3
UniCredit Call 10.2 FTE 19.06.202.../ DE000HD53XU3 /
| 2024-05-23 6:20:49 PM |
Chg.-0.070 |
Bid2024-05-23 |
Ask2024-05-23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-14.00% |
0.430
Bid Size: 10,000 |
0.450
Ask Size: 10,000 |
ORANGE INH. ... |
10.20 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD53XU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ORANGE INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.20 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
0.51 |
| Time value: |
0.09 |
| Break-even: |
10.79 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.13 |
| Spread %: |
28.26% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
15.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.390 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.65% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.500 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
