UniCredit Call 270.551 VOLV/B 19.06.2024
/ DE000HC78U51
UniCredit Call 270.551 VOLV/B 19..../ DE000HC78U51 /
| 2024-05-23 10:27:42 AM |
Chg.+0.20 |
Bid10:29:57 AM |
Ask10:29:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+13.16% |
1.73
Bid Size: 2,000 |
1.78
Ask Size: 2,000 |
Volvo, AB ser. B |
270.5511 SEK |
2024-06-19 |
Call |
Master data
| WKN: |
HC78U5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Volvo, AB ser. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.55 SEK |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-08 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1.03 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
1.21 |
| Time value: |
0.54 |
| Break-even: |
24.97 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.23 |
| Spread %: |
15.13% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
10.35 |
| Rho: |
0.01 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
-1.15% |
| 3 Months |
|
|
+47.01% |
| YTD |
|
|
+95.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.52 |
| 1M High / 1M Low: |
1.75 |
1.02 |
| 6M High / 6M Low: |
3.37 |
0.29 |
| High (YTD): |
2024-03-27 |
3.37 |
| Low (YTD): |
2024-01-29 |
0.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.95% |
| Volatility 6M: |
|
174.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
