UniCredit Call 195 ESL 19.06.2024
/ DE000HD313L3
UniCredit Call 195 ESL 19.06.2024/ DE000HD313L3 /
| 2024-05-02 9:57:10 AM |
Chg.-0.040 |
Bid10:20:52 AM |
Ask10:20:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-5.00% |
0.800
Bid Size: 40,000 |
0.820
Ask Size: 40,000 |
ESSILORLUXO. INH. EO... |
195.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD313L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.58 |
| Time value: |
0.28 |
| Break-even: |
203.60 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.08 |
| Spread %: |
10.26% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
17.29 |
| Rho: |
0.18 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-53.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.800 |
| 1M High / 1M Low: |
1.770 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.917 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
