UniCredit Call 35 NMM 19.06.2024
/ DE000HD0P239
UniCredit Call 35 NMM 19.06.2024/ DE000HD0P239 /
| 2024-05-03 7:25:55 PM |
Chg.-0.030 |
Bid9:47:03 PM |
Ask9:47:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-5.08% |
0.560
Bid Size: 40,000 |
0.570
Ask Size: 40,000 |
NEWMONT CORP. DL... |
35.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0P23 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.32 |
| Parity: |
0.28 |
| Time value: |
0.29 |
| Break-even: |
40.70 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
4.42 |
| Rho: |
0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.620 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
+36.59% |
| 3 Months |
|
|
+143.48% |
| YTD |
|
|
-25.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.560 |
| 1M High / 1M Low: |
0.840 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-25 |
0.840 |
| Low (YTD): |
2024-02-26 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
8,190.476 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
423.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
