UniCredit Call 105 SY1 19.06.2024
/ DE000HD15ZR3
UniCredit Call 105 SY1 19.06.2024/ DE000HD15ZR3 /
| 2024-05-03 1:27:07 PM |
Chg.+0.020 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
0.140
Bid Size: 100,000 |
0.150
Ask Size: 100,000 |
SYMRISE AG INH. O.N. |
105.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD15ZR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.46 |
| Time value: |
0.18 |
| Break-even: |
106.80 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.07 |
| Spread %: |
63.64% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
18.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-82.28% |
| 3 Months |
|
|
-53.33% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.790 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
0.910 |
| Low (YTD): |
2024-04-29 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
