UniCredit Call 15 ABR 19.06.2024
/ DE000HC44LM6
UniCredit Call 15 ABR 19.06.2024/ DE000HC44LM6 /
| 2024-05-28 8:27:06 PM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+2.56% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.27 |
| Parity: |
0.67 |
| Time value: |
0.93 |
| Break-even: |
16.60 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
6.17 |
| Rho: |
0.00 |
Quote data
| Open: |
1.56 |
| High: |
1.60 |
| Low: |
1.54 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+15.94% |
| 3 Months |
|
|
+171.19% |
| YTD |
|
|
+22.14% |
| 1 Year |
|
|
+55.34% |
| 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: |
|
1.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.42% |
| Volatility 6M: |
|
134.24% |
| Volatility 1Y: |
|
110.64% |
| Volatility 3Y: |
|
- |
