UniCredit Call 4.2 TNE5 19.06.2024
/ DE000HC967G7
UniCredit Call 4.2 TNE5 19.06.202.../ DE000HC967G7 /
| 2024-05-22 10:02:58 AM |
Chg.-0.025 |
Bid2:53:55 PM |
Ask2:53:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
-25.00% |
0.069
Bid Size: 100,000 |
0.074
Ask Size: 100,000 |
TELEFONICA INH. ... |
4.20 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC967G |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.03 |
| Time value: |
0.09 |
| Break-even: |
4.32 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
33.33% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
20.74 |
| Rho: |
0.00 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+108.33% |
| YTD |
|
|
+87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.036 |
| 1M High / 1M Low: |
0.160 |
0.036 |
| 6M High / 6M Low: |
0.160 |
0.021 |
| High (YTD): |
2024-05-06 |
0.160 |
| Low (YTD): |
2024-02-16 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
703.50% |
| Volatility 6M: |
|
386.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
