UniCredit Call 14 ABN 19.06.2024
/ DE000HC71XV5
UniCredit Call 14 ABN 19.06.2024/ DE000HC71XV5 /
| 2024-05-10 2:05:59 PM |
Chg.+0.040 |
Bid9:59:11 PM |
Ask2024-05-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.250EUR |
+1.81% |
-
Bid Size: - |
-
Ask Size: - |
ABN AMRO Bank NV |
14.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC71XV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-05-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.25 |
| Parity: |
1.97 |
| Time value: |
0.34 |
| Break-even: |
16.30 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
1.77% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.65 |
| Rho: |
0.01 |
Quote data
| Open: |
2.310 |
| High: |
2.340 |
| Low: |
2.230 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.51% |
| 3 Months |
|
|
+108.33% |
| YTD |
|
|
+161.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.250 |
1.400 |
| 6M High / 6M Low: |
2.430 |
0.410 |
| High (YTD): |
2024-04-08 |
2.430 |
| Low (YTD): |
2024-02-08 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.144 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.59% |
| Volatility 6M: |
|
171.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
