UniCredit Call 24 AZM 19.06.2024
/ DE000HC71YC3
UniCredit Call 24 AZM 19.06.2024/ DE000HC71YC3 /
| 2024-05-06 8:03:57 PM |
Chg.- |
Bid9:52:38 AM |
Ask9:52:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
- |
1.56
Bid Size: 4,000 |
1.59
Ask Size: 4,000 |
AZIMUT |
24.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC71YC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
AZIMUT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
1.25 |
| Time value: |
0.41 |
| Break-even: |
25.66 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.14 |
| Spread %: |
9.21% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
11.60 |
| Rho: |
0.02 |
Quote data
| Open: |
1.36 |
| High: |
1.53 |
| Low: |
1.36 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
+8.51% |
| 3 Months |
|
|
-46.13% |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.13 |
| 1M High / 1M Low: |
1.56 |
0.95 |
| 6M High / 6M Low: |
3.55 |
0.29 |
| High (YTD): |
2024-03-06 |
3.55 |
| Low (YTD): |
2024-04-19 |
0.95 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.49% |
| Volatility 6M: |
|
174.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
