UniCredit Call 150 DB1 19.06.2024
/ DE000HC3EJD9
UniCredit Call 150 DB1 19.06.2024/ DE000HC3EJD9 /
| 5/27/2024 8:43:18 PM |
Chg.-0.08 |
Bid5/27/2024 |
Ask5/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.76EUR |
-0.40% |
19.76
Bid Size: 2,000 |
19.89
Ask Size: 2,000 |
DEUTSCHE BOERSE NA O... |
150.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC3EJD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
1/24/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
34.76 |
| Intrinsic value: |
34.40 |
| Implied volatility: |
- |
| Historic volatility: |
0.15 |
| Parity: |
34.40 |
| Time value: |
-14.40 |
| Break-even: |
170.00 |
| Moneyness: |
1.23 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.72 |
| Spread abs.: |
0.20 |
| Spread %: |
1.01% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
19.84 |
| High: |
19.84 |
| Low: |
19.76 |
| Previous Close: |
19.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.61% |
| 1 Month |
|
|
+3.73% |
| 3 Months |
|
|
+4.61% |
| YTD |
|
|
+12.66% |
| 1 Year |
|
|
+63.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.84 |
19.64 |
| 1M High / 1M Low: |
19.84 |
18.78 |
| 6M High / 6M Low: |
19.84 |
14.84 |
| High (YTD): |
5/24/2024 |
19.84 |
| Low (YTD): |
1/3/2024 |
16.91 |
| 52W High: |
5/24/2024 |
19.84 |
| 52W Low: |
10/27/2023 |
9.09 |
| Avg. price 1W: |
|
19.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
19.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
18.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
15.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
22.92% |
| Volatility 6M: |
|
22.89% |
| Volatility 1Y: |
|
43.69% |
| Volatility 3Y: |
|
- |
