UniCredit Call 35 EN 19.06.2024
/ DE000HC7DY06
UniCredit Call 35 EN 19.06.2024/ DE000HC7DY06 /
| 2024-05-16 7:31:44 PM |
Chg.-0.370 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-20.90% |
1.360
Bid Size: 3,000 |
1.470
Ask Size: 3,000 |
Bouygues |
35.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7DY0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Bouygues |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
1.40 |
| Time value: |
0.51 |
| Break-even: |
36.91 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.11 |
| Spread %: |
6.11% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
14.25 |
| Rho: |
0.02 |
Quote data
| Open: |
1.820 |
| High: |
1.820 |
| Low: |
1.390 |
| Previous Close: |
1.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.04% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
+9.38% |
| YTD |
|
|
-13.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.400 |
| 1M High / 1M Low: |
1.840 |
0.970 |
| 6M High / 6M Low: |
3.390 |
0.760 |
| High (YTD): |
2024-03-20 |
3.390 |
| Low (YTD): |
2024-02-08 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.910 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.26% |
| Volatility 6M: |
|
207.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
