UniCredit Call 15 ABR 19.06.2024
/ DE000HC44LM6
UniCredit Call 15 ABR 19.06.2024/ DE000HC44LM6 /
| 2024-05-31 9:51:43 AM |
Chg.-0.02 |
Bid10:15:47 AM |
Ask10:15:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-1.32% |
1.51
Bid Size: 6,000 |
1.55
Ask Size: 6,000 |
BARRICK GOLD CORP. |
15.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC44LM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-02-14 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.27 |
| Parity: |
0.80 |
| Time value: |
0.71 |
| Break-even: |
16.51 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
6.86 |
| Rho: |
0.00 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
+22.95% |
| 3 Months |
|
|
+154.24% |
| YTD |
|
|
+14.50% |
| 1 Year |
|
|
+45.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.45 |
| 1M High / 1M Low: |
1.71 |
1.11 |
| 6M High / 6M Low: |
1.71 |
0.43 |
| High (YTD): |
2024-05-20 |
1.71 |
| Low (YTD): |
2024-02-14 |
0.43 |
| 52W High: |
2024-05-20 |
1.71 |
| 52W Low: |
2024-02-14 |
0.43 |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.70% |
| Volatility 6M: |
|
134.56% |
| Volatility 1Y: |
|
111.10% |
| Volatility 3Y: |
|
- |
