UniCredit Call 16.5 ABR 19.06.2024
/ DE000HD5J124
UniCredit Call 16.5 ABR 19.06.202.../ DE000HD5J124 /
| 2024-05-30 7:29:45 PM |
Chg.+0.080 |
Bid9:58:21 PM |
Ask9:58:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+11.27% |
0.730
Bid Size: 8,000 |
0.770
Ask Size: 8,000 |
BARRICK GOLD CORP. |
16.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD5J12 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.27 |
| Parity: |
-0.83 |
| Time value: |
0.65 |
| Break-even: |
17.15 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
4.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
9.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.570 |
| High: |
0.800 |
| Low: |
0.570 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.710 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
