UniCredit Call 150 DB1 19.06.2024
/ DE000HC2NYJ8
UniCredit Call 150 DB1 19.06.2024/ DE000HC2NYJ8 /
| 2024-05-10 2:29:09 PM |
Chg.-0.040 |
Bid9:59:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
-1.04% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
150.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC2NYJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2022-12-19 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.48 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.15 |
| Parity: |
3.44 |
| Time value: |
0.32 |
| Break-even: |
187.60 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.19 |
| Omega: |
4.25 |
| Rho: |
0.08 |
Quote data
| Open: |
3.850 |
| High: |
3.870 |
| Low: |
3.770 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.16% |
| 3 Months |
|
|
-13.86% |
| YTD |
|
|
-3.07% |
| 1 Year |
|
|
+38.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.830 |
3.140 |
| 6M High / 6M Low: |
4.530 |
2.740 |
| High (YTD): |
2024-02-29 |
4.530 |
| Low (YTD): |
2024-04-30 |
3.140 |
| 52W High: |
2024-02-29 |
4.530 |
| 52W Low: |
2023-10-31 |
1.500 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.021 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
62.45% |
| Volatility 6M: |
|
69.61% |
| Volatility 1Y: |
|
79.42% |
| Volatility 3Y: |
|
- |
