UniCredit Call 16.5 ABN 19.06.2024
/ DE000HD386J3
UniCredit Call 16.5 ABN 19.06.202.../ DE000HD386J3 /
| 2024-06-03 10:32:36 AM |
Chg.+0.030 |
Bid10:59:31 AM |
Ask10:59:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+42.86% |
0.110
Bid Size: 50,000 |
0.120
Ask Size: 50,000 |
ABN AMRO Bank NV |
16.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD386J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
120.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.85 |
| Time value: |
0.13 |
| Break-even: |
16.63 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
3.00 |
| Spread abs.: |
0.07 |
| Spread %: |
116.67% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
27.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-72.22% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.070 |
| 1M High / 1M Low: |
0.790 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
