UniCredit Call 150 MRK 15.05.2024
/ DE000HD2USM8
UniCredit Call 150 MRK 15.05.2024/ DE000HD2USM8 /
| 2024-05-03 8:04:03 PM |
Chg.+0.090 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+24.32% |
0.460
Bid Size: 10,000 |
0.520
Ask Size: 10,000 |
MERCK KGAA O.N. |
150.00 - |
2024-05-15 |
Call |
Master data
| WKN: |
HD2USM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.03 |
| Time value: |
0.43 |
| Break-even: |
154.60 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.11 |
| Spread %: |
31.43% |
| Delta: |
0.53 |
| Theta: |
-0.19 |
| Omega: |
17.40 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.550 |
| Low: |
0.450 |
| Previous Close: |
0.370 |
| Turnover: |
550 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
-54.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.300 |
| 1M High / 1M Low: |
1.010 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
47.619 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
488.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
