UniCredit Call 108 AZN 19.06.2024
/ DE000HD4W6Q6
UniCredit Call 108 AZN 19.06.2024/ DE000HD4W6Q6 /
| 2024-05-24 1:12:37 PM |
Chg.-0.100 |
Bid9:59:10 PM |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
-5.29% |
-
Bid Size: - |
-
Ask Size: - |
Astrazeneca PLC ORD ... |
108.00 GBP |
2024-06-19 |
Call |
Master data
| WKN: |
HD4W6Q |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Astrazeneca PLC ORD SHS $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 GBP |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.25 |
| Parity: |
1.38 |
| Time value: |
0.44 |
| Break-even: |
145.15 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
0.75 |
| Theta: |
-0.20 |
| Omega: |
5.79 |
| Rho: |
0.05 |
Quote data
| Open: |
1.840 |
| High: |
1.840 |
| Low: |
1.790 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.65% |
| 1 Month |
|
|
+11.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.890 |
1.790 |
| 1M High / 1M Low: |
1.930 |
1.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.833 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.739 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
