UniCredit Call 20 FL 19.06.2024
/ DE000HC9AFV4
UniCredit Call 20 FL 19.06.2024/ DE000HC9AFV4 /
| 2024-05-24 7:27:24 PM |
Chg.+0.060 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.310EUR |
+1.85% |
3.130
Bid Size: 6,000 |
3.170
Ask Size: 6,000 |
Foot Locker Inc |
20.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9AFV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.58 |
| Parity: |
0.35 |
| Time value: |
2.82 |
| Break-even: |
23.17 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
5.67 |
| Spread abs.: |
0.04 |
| Spread %: |
1.28% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
3.82 |
| Rho: |
0.01 |
Quote data
| Open: |
2.930 |
| High: |
3.420 |
| Low: |
2.930 |
| Previous Close: |
3.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.76% |
| 1 Month |
|
|
+2.48% |
| 3 Months |
|
|
-75.45% |
| YTD |
|
|
-70.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.680 |
3.250 |
| 1M High / 1M Low: |
4.590 |
2.470 |
| 6M High / 6M Low: |
14.490 |
2.470 |
| High (YTD): |
2024-02-23 |
14.490 |
| Low (YTD): |
2024-04-30 |
2.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.536 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.634 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.23% |
| Volatility 6M: |
|
172.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
