UniCredit Call 4 BSD2 19.06.2024
/ DE000HC722G6
UniCredit Call 4 BSD2 19.06.2024/ DE000HC722G6 /
| 2024-05-09 1:17:01 PM |
Chg.-0.030 |
Bid9:59:18 PM |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-3.75% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC722G |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-05-09 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.23 |
| Parity: |
0.73 |
| Time value: |
0.05 |
| Break-even: |
4.78 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.38 |
| Rho: |
0.00 |
Quote data
| Open: |
0.780 |
| High: |
0.790 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+305.26% |
| YTD |
|
|
+266.67% |
| 1 Year |
|
|
+413.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.770 |
0.770 |
| 6M High / 6M Low: |
0.850 |
0.086 |
| High (YTD): |
2024-04-26 |
0.850 |
| Low (YTD): |
2024-02-16 |
0.086 |
| 52W High: |
2024-04-26 |
0.850 |
| 52W Low: |
2024-02-16 |
0.086 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.770 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.312 |
| Avg. volume 6M: |
|
100 |
| Avg. price 1Y: |
|
0.244 |
| Avg. volume 1Y: |
|
44.017 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
190.48% |
| Volatility 1Y: |
|
168.26% |
| Volatility 3Y: |
|
- |
