UniCredit Call 130 DIS 19.06.2024
/ DE000HC4Z645
UniCredit Call 130 DIS 19.06.2024/ DE000HC4Z645 /
2024-05-06 8:14:30 AM |
Chg.-0.020 |
Bid12:00:05 PM |
Ask12:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
-20.00% |
0.090 Bid Size: 25,000 |
0.110 Ask Size: 25,000 |
Walt Disney Co |
130.00 USD |
2024-06-19 |
Call |
Master data
WKN: |
HC4Z64 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-06-19 |
Issue date: |
2023-03-14 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
96.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-1.52 |
Time value: |
0.11 |
Break-even: |
121.94 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
2.29 |
Spread abs.: |
0.01 |
Spread %: |
10.00% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
15.90 |
Rho: |
0.02 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.080 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.23% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
+8.11% |
YTD |
|
|
+105.13% |
1 Year |
|
|
-84.62% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.070 |
1M High / 1M Low: |
0.210 |
0.070 |
6M High / 6M Low: |
0.390 |
0.031 |
High (YTD): |
2024-04-02 |
0.390 |
Low (YTD): |
2024-01-15 |
0.031 |
52W High: |
2023-05-09 |
0.610 |
52W Low: |
2024-01-15 |
0.031 |
Avg. price 1W: |
|
0.085 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.109 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.133 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
210.86% |
Volatility 6M: |
|
363.91% |
Volatility 1Y: |
|
280.00% |
Volatility 3Y: |
|
- |