UniCredit Call 14.8 XCA 19.06.2024
/ DE000HD5HM30
UniCredit Call 14.8 XCA 19.06.202.../ DE000HD5HM30 /
2024-05-31 1:32:02 PM |
Chg.+0.020 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+6.90% |
0.310 Bid Size: 60,000 |
0.320 Ask Size: 60,000 |
CREDIT AGRICOLE INH.... |
14.80 - |
2024-06-19 |
Call |
Master data
WKN: |
HD5HM3 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.80 - |
Maturity: |
2024-06-19 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
40.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
0.03 |
Time value: |
0.34 |
Break-even: |
15.17 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.18 |
Spread %: |
94.74% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
21.61 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.310 |
Low: |
0.290 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-67.71% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.290 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.742 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |