UniCredit Call 1891.52 HMI 19.06.2024
/ DE000HD07WL0
UniCredit Call 1891.52 HMI 19.06..../ DE000HD07WL0 /
2024-05-06 3:30:25 PM |
Chg.-0.130 |
Bid9:59:27 PM |
Ask2024-05-06 |
Underlying |
Strike price |
Expiration date |
Option type |
3.940EUR |
-3.19% |
- Bid Size: - |
- Ask Size: - |
HERMES INTERNATIONAL... |
1,891.516 - |
2024-06-19 |
Call |
Master data
WKN: |
HD07WL |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HERMES INTERNATIONAL O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,891.52 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-10-26 |
Last trading day: |
2024-05-07 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.88 |
Intrinsic value: |
2.84 |
Implied volatility: |
1.34 |
Historic volatility: |
0.23 |
Parity: |
2.84 |
Time value: |
1.14 |
Break-even: |
2,289.52 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
2.19 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
0.74 |
Theta: |
-6.28 |
Omega: |
4.05 |
Rho: |
0.53 |
Quote data
Open: |
3.950 |
High: |
4.050 |
Low: |
3.930 |
Previous Close: |
4.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-3.19% |
3 Months |
|
|
-9.43% |
YTD |
|
|
+135.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
4.070 |
3.940 |
6M High / 6M Low: |
5.390 |
0.890 |
High (YTD): |
2024-03-20 |
5.390 |
Low (YTD): |
2024-01-23 |
0.890 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
4.005 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
144.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |