UniCredit Call 15.5 INN1 15.05.2024
/ DE000HD43B48
UniCredit Call 15.5 INN1 15.05.20.../ DE000HD43B48 /
2024-04-30 7:38:16 PM |
Chg.-0.010 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-5.00% |
0.170 Bid Size: 15,000 |
0.210 Ask Size: 15,000 |
ING GROEP NV EO... |
15.50 - |
2024-05-15 |
Call |
Master data
WKN: |
HD43B4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ING GROEP NV EO -,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 - |
Maturity: |
2024-05-15 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-05-14 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
70.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.21 |
Parity: |
-0.64 |
Time value: |
0.21 |
Break-even: |
15.71 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
3.25 |
Spread abs.: |
0.04 |
Spread %: |
23.53% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
21.72 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.170 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.160 |
1M High / 1M Low: |
0.430 |
0.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.235 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
415.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |