UniCredit Call 240 MDO 19.06.2024
/ DE000HC40EZ1
UniCredit Call 240 MDO 19.06.2024/ DE000HC40EZ1 /
| 2024-05-17 8:32:57 PM |
Chg.-0.06 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
-2.73% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
240.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC40EZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.13 |
| Parity: |
1.06 |
| Time value: |
1.10 |
| Break-even: |
261.60 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.65 |
| Theta: |
-0.24 |
| Omega: |
7.50 |
| Rho: |
0.12 |
Quote data
| Open: |
2.19 |
| High: |
2.20 |
| Low: |
2.12 |
| Previous Close: |
2.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.93% |
| 1 Month |
|
|
+10.31% |
| 3 Months |
|
|
-0.93% |
| YTD |
|
|
+2.88% |
| 1 Year |
|
|
+15.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
2.07 |
| 1M High / 1M Low: |
2.20 |
1.94 |
| 6M High / 6M Low: |
2.20 |
1.83 |
| High (YTD): |
2024-05-16 |
2.20 |
| Low (YTD): |
2024-04-08 |
1.83 |
| 52W High: |
2024-05-16 |
2.20 |
| 52W Low: |
2023-10-12 |
1.24 |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.93 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
44.70% |
| Volatility 6M: |
|
29.02% |
| Volatility 1Y: |
|
33.83% |
| Volatility 3Y: |
|
- |
