UniCredit Call 16 GZF 19.06.2024
/ DE000HC50ME8
UniCredit Call 16 GZF 19.06.2024/ DE000HC50ME8 /
| 2024-05-03 8:47:38 PM |
Chg.-0.050 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-23.81% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
16.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC50ME |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-03-15 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
79.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
-0.81 |
| Time value: |
0.19 |
| Break-even: |
16.19 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
22.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.160 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-79.22% |
| 1 Year |
|
|
-82.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.160 |
| 1M High / 1M Low: |
0.390 |
0.080 |
| 6M High / 6M Low: |
1.090 |
0.060 |
| High (YTD): |
2024-01-10 |
1.090 |
| Low (YTD): |
2024-03-13 |
0.060 |
| 52W High: |
2023-07-25 |
1.100 |
| 52W Low: |
2024-03-13 |
0.060 |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
258.065 |
| Avg. price 1Y: |
|
0.567 |
| Avg. volume 1Y: |
|
125.490 |
| Volatility 1M: |
|
381.29% |
| Volatility 6M: |
|
340.11% |
| Volatility 1Y: |
|
262.81% |
| Volatility 3Y: |
|
- |
