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: |
|
- |
