UniCredit Call 15.5 ABN 19.06.2024
/ DE000HD2XSS9
UniCredit Call 15.5 ABN 19.06.202.../ DE000HD2XSS9 /
| 2024-05-21 10:27:43 AM |
Chg.-0.160 |
Bid3:06:08 PM |
Ask3:06:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-21.62% |
0.520
Bid Size: 35,000 |
0.530
Ask Size: 35,000 |
ABN AMRO Bank NV |
15.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD2XSS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.47 |
| Time value: |
0.33 |
| Break-even: |
16.29 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
9.72% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
13.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-61.07% |
| 1 Month |
|
|
+20.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
0.640 |
| 1M High / 1M Low: |
1.490 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
