UniCredit Call 22 LXS 19.06.2024
/ DE000HC9SQX9
UniCredit Call 22 LXS 19.06.2024/ DE000HC9SQX9 /
| 2024-05-07 10:09:38 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.06EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LANXESS AG |
22.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9SQX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-07 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
1.74 |
| Historic volatility: |
0.38 |
| Parity: |
3.39 |
| Time value: |
2.81 |
| Break-even: |
28.20 |
| Moneyness: |
1.15 |
| Premium: |
0.11 |
| Premium p.a.: |
3.63 |
| Spread abs.: |
-0.22 |
| Spread %: |
-3.43% |
| Delta: |
0.71 |
| Theta: |
-0.08 |
| Omega: |
2.90 |
| Rho: |
0.01 |
Quote data
| Open: |
6.06 |
| High: |
6.06 |
| Low: |
6.06 |
| Previous Close: |
5.62 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+49.26% |
| 3 Months |
|
|
+76.16% |
| YTD |
|
|
-20.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.06 |
4.06 |
| 6M High / 6M Low: |
7.83 |
2.51 |
| High (YTD): |
2024-01-02 |
7.25 |
| Low (YTD): |
2024-03-05 |
2.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.39% |
| Volatility 6M: |
|
148.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
