UniCredit Call 48 1COV 19.06.2024
/ DE000HC7Q373
UniCredit Call 48 1COV 19.06.2024/ DE000HC7Q373 /
| 2024-05-17 7:26:22 PM |
Chg.+0.020 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.360
Bid Size: 20,000 |
0.390
Ask Size: 20,000 |
COVESTRO AG O.N. |
48.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7Q37 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
COVESTRO AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.28 |
| Parity: |
0.04 |
| Time value: |
0.35 |
| Break-even: |
51.90 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
6.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
-40.98% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-59.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.340 |
| 1M High / 1M Low: |
0.610 |
0.340 |
| 6M High / 6M Low: |
0.950 |
0.340 |
| High (YTD): |
2024-01-04 |
0.850 |
| Low (YTD): |
2024-05-16 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.13% |
| Volatility 6M: |
|
103.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
