UniCredit Call 400 ITU 19.06.2024
/ DE000HC40DN9
UniCredit Call 400 ITU 19.06.2024/ DE000HC40DN9 /
| 2024-05-29 12:31:45 PM |
Chg.-0.040 |
Bid1:00:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
-1.09% |
3.650
Bid Size: 3,000 |
-
Ask Size: - |
INTUIT INC. D... |
400.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC40DN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTUIT INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.38 |
| Intrinsic value: |
15.30 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
15.30 |
| Time value: |
-11.63 |
| Break-even: |
436.70 |
| Moneyness: |
1.38 |
| Premium: |
-0.21 |
| Premium p.a.: |
-0.98 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.600 |
| High: |
3.630 |
| Low: |
3.600 |
| Previous Close: |
3.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.09% |
| 1 Month |
|
|
-1.36% |
| 3 Months |
|
|
+1.11% |
| YTD |
|
|
+6.14% |
| 1 Year |
|
|
+73.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.680 |
3.660 |
| 1M High / 1M Low: |
3.690 |
3.650 |
| 6M High / 6M Low: |
3.690 |
3.350 |
| High (YTD): |
2024-05-08 |
3.690 |
| Low (YTD): |
2024-01-04 |
3.420 |
| 52W High: |
2024-05-08 |
3.690 |
| 52W Low: |
2023-05-30 |
1.970 |
| Avg. price 1W: |
|
3.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.171 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
3.73% |
| Volatility 6M: |
|
6.93% |
| Volatility 1Y: |
|
25.18% |
| Volatility 3Y: |
|
- |
