UniCredit Call 3.8 BSD2 19.06.2024
/ DE000HC94FF7
UniCredit Call 3.8 BSD2 19.06.202.../ DE000HC94FF7 /
| 2024-05-02 1:07:26 PM |
Chg.+0.010 |
Bid9:59:01 PM |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+1.25% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
3.80 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC94FF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-05-02 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.23 |
| Parity: |
0.73 |
| Time value: |
0.09 |
| Break-even: |
4.62 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
4.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.790 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.36% |
| 1 Month |
|
|
-3.57% |
| 3 Months |
|
|
+179.31% |
| YTD |
|
|
+170.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.800 |
| 1M High / 1M Low: |
1.030 |
0.560 |
| 6M High / 6M Low: |
1.030 |
0.150 |
| High (YTD): |
2024-04-26 |
1.030 |
| Low (YTD): |
2024-02-16 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.877 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.387 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.18% |
| Volatility 6M: |
|
144.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
