UniCredit Call 158 CMC 19.06.2024
/ DE000HC9YX75
UniCredit Call 158 CMC 19.06.2024/ DE000HC9YX75 /
| 2024-05-06 12:42:33 PM |
Chg.-0.04 |
Bid3:38:53 PM |
Ask3:38:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
-1.26% |
3.21
Bid Size: 4,000 |
-
Ask Size: - |
JPMORGAN CHASE ... |
158.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9YX7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.15 |
| Parity: |
1.91 |
| Time value: |
1.23 |
| Break-even: |
189.40 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.22 |
| Omega: |
3.99 |
| Rho: |
0.11 |
Quote data
| Open: |
3.10 |
| High: |
3.13 |
| Low: |
3.10 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.85% |
| 1 Month |
|
|
-18.91% |
| 3 Months |
|
|
+60.51% |
| YTD |
|
|
+86.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.39 |
3.17 |
| 1M High / 1M Low: |
3.90 |
2.34 |
| 6M High / 6M Low: |
4.03 |
0.52 |
| High (YTD): |
2024-03-28 |
4.03 |
| Low (YTD): |
2024-01-18 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.90% |
| Volatility 6M: |
|
101.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
