UniCredit Call 100 ILU 19.06.2024
/ DE000HD0TZ69
UniCredit Call 100 ILU 19.06.2024/ DE000HD0TZ69 /
| 2024-05-28 8:53:33 AM |
Chg.+0.010 |
Bid6:59:45 PM |
Ask6:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+1.27% |
0.740
Bid Size: 20,000 |
0.750
Ask Size: 20,000 |
ILLUMINA INC. D... |
100.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0TZ6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.36 |
| Parity: |
-0.20 |
| Time value: |
0.89 |
| Break-even: |
108.90 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
4.72 |
| Spread abs.: |
0.05 |
| Spread %: |
5.95% |
| Delta: |
0.52 |
| Theta: |
-0.22 |
| Omega: |
5.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.37% |
| 1 Month |
|
|
-67.35% |
| 3 Months |
|
|
-80.10% |
| YTD |
|
|
-82.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.790 |
| 1M High / 1M Low: |
2.620 |
0.790 |
| 6M High / 6M Low: |
4.780 |
0.790 |
| High (YTD): |
2024-01-30 |
4.780 |
| Low (YTD): |
2024-05-27 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.99% |
| Volatility 6M: |
|
139.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
