UniCredit Call 16 ABN 19.06.2024
/ DE000HC71XW3
UniCredit Call 16 ABN 19.06.2024/ DE000HC71XW3 /
2024-05-21 9:50:07 AM |
Chg.-0.100 |
Bid1:10:02 PM |
Ask1:10:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-23.26% |
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: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-70.27% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+17.86% |
YTD |
|
|
+3.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.360 |
1M High / 1M Low: |
1.110 |
0.340 |
6M High / 6M Low: |
1.110 |
0.110 |
High (YTD): |
2024-05-14 |
1.110 |
Low (YTD): |
2024-02-08 |
0.150 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.544 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
362.77% |
Volatility 6M: |
|
261.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |