UniCredit Call 195 SWGAF 19.06.2024
/ DE000HD4RUA1
UniCredit Call 195 SWGAF 19.06.20.../ DE000HD4RUA1 /
| 2024-04-30 11:40:57 AM |
Chg.+0.020 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+2.94% |
0.700
Bid Size: 30,000 |
0.740
Ask Size: 30,000 |
Swatch Group AG |
195.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4RUA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.27 |
| Parity: |
0.54 |
| Time value: |
0.27 |
| Break-even: |
203.10 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.19 |
| Spread %: |
30.65% |
| Delta: |
0.74 |
| Theta: |
-0.05 |
| Omega: |
18.35 |
| Rho: |
0.19 |
Quote data
| Open: |
0.710 |
| High: |
0.730 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
