UniCredit Call 138 CMC 19.06.2024
/ DE000HD0EF94
UniCredit Call 138 CMC 19.06.2024/ DE000HD0EF94 /
| 2024-05-10 1:13:42 PM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
138.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0EF9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
138.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
4.70 |
| Implied volatility: |
1.70 |
| Historic volatility: |
0.15 |
| Parity: |
4.70 |
| Time value: |
1.01 |
| Break-even: |
195.10 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.46 |
| Omega: |
2.65 |
| Rho: |
0.06 |
Quote data
| Open: |
5.58 |
| High: |
5.64 |
| Low: |
5.58 |
| Previous Close: |
5.50 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.82% |
| 3 Months |
|
|
+31.78% |
| YTD |
|
|
+78.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.64 |
4.97 |
| 6M High / 6M Low: |
5.85 |
1.94 |
| High (YTD): |
2024-03-28 |
5.85 |
| Low (YTD): |
2024-01-17 |
2.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.30% |
| Volatility 6M: |
|
62.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
