UniCredit Call 35 KHC 19.06.2024
/ DE000HC7U5F2
UniCredit Call 35 KHC 19.06.2024/ DE000HC7U5F2 /
| 2024-05-02 1:36:53 PM |
Chg.-0.180 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-50.00% |
0.180
Bid Size: 15,000 |
0.190
Ask Size: 15,000 |
Kraft Heinz Company |
35.00 USD |
2024-06-19 |
Call |
Master data
| WKN: |
HC7U5F |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.17 |
| Parity: |
0.12 |
| Time value: |
0.25 |
| Break-even: |
36.36 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
5.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.06% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.340 |
| 1M High / 1M Low: |
0.360 |
0.190 |
| 6M High / 6M Low: |
0.420 |
0.100 |
| High (YTD): |
2024-01-09 |
0.420 |
| Low (YTD): |
2024-03-14 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.251 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.13% |
| Volatility 6M: |
|
167.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
