UniCredit Call 16 ABN 19.06.2024
/ DE000HC71XW3
UniCredit Call 16 ABN 19.06.2024/ DE000HC71XW3 /
| 2024-05-21 1:30:06 PM |
Chg.-0.150 |
Bid2:06:22 PM |
Ask2:06:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-34.88% |
0.280
Bid Size: 50,000 |
0.290
Ask Size: 50,000 |
ABN AMRO Bank NV |
16.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC71XW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ABN AMRO Bank NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
32.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.04 |
| Time value: |
0.49 |
| Break-even: |
16.49 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.07 |
| Spread %: |
16.67% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
16.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.270 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.00% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-3.45% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.360 |
| 1M High / 1M Low: |
1.120 |
0.330 |
| 6M High / 6M Low: |
1.120 |
0.120 |
| High (YTD): |
2024-05-14 |
1.120 |
| Low (YTD): |
2024-02-08 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.544 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.13% |
| Volatility 6M: |
|
261.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
