UniCredit Call 36 DWS 19.06.2024
/ DE000HD3FYY0
UniCredit Call 36 DWS 19.06.2024/ DE000HD3FYY0 /
2024-04-26 7:12:49 PM |
Chg.+0.080 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+21.05% |
- Bid Size: - |
- Ask Size: - |
DWS GROUP GMBH+CO.KG... |
36.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HD3FYY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DWS GROUP GMBH+CO.KGAA ON |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
0.43 |
Time value: |
0.07 |
Break-even: |
41.00 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
8.70% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
6.72 |
Rho: |
0.04 |
Quote data
Open: |
0.460 |
High: |
0.490 |
Low: |
0.440 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
-13.21% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.380 |
1M High / 1M Low: |
0.560 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.29% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |