UniCredit Call 20 FL 19.06.2024
/ DE000HC9AFV4
UniCredit Call 20 FL 19.06.2024/ DE000HC9AFV4 /
| 2024-05-23 6:53:04 PM |
Chg.-0.29 |
Bid7:47:37 PM |
Ask7:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
-7.99% |
3.20
Bid Size: 6,000 |
3.24
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: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.58 |
| Parity: |
1.08 |
| Time value: |
2.63 |
| Break-even: |
23.71 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
3.90 |
| Spread abs.: |
0.04 |
| Spread %: |
1.09% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
3.59 |
| Rho: |
0.01 |
Quote data
| Open: |
3.55 |
| High: |
3.60 |
| Low: |
3.29 |
| Previous Close: |
3.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.74% |
| 1 Month |
|
|
-1.18% |
| 3 Months |
|
|
-76.59% |
| YTD |
|
|
-70.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.63 |
3.10 |
| 1M High / 1M Low: |
4.62 |
2.46 |
| 6M High / 6M Low: |
14.27 |
2.46 |
| High (YTD): |
2024-02-23 |
14.27 |
| Low (YTD): |
2024-04-30 |
2.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.89% |
| Volatility 6M: |
|
182.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
