UniCredit Call 55 SAX 19.06.2024
/ DE000HC7Z5E0
UniCredit Call 55 SAX 19.06.2024/ DE000HC7Z5E0 /
| 2024-04-29 7:32:14 PM |
Chg.+0.030 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+5.36% |
0.570
Bid Size: 6,000 |
0.640
Ask Size: 6,000 |
STROEER SE + CO. KGA... |
55.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7Z5E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.49 |
| Time value: |
0.10 |
| Break-even: |
60.90 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.36% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
8.25 |
| Rho: |
0.06 |
Quote data
| Open: |
0.530 |
| High: |
0.600 |
| Low: |
0.530 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
+68.57% |
| 3 Months |
|
|
+47.50% |
| YTD |
|
|
+37.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.640 |
0.270 |
| 6M High / 6M Low: |
0.640 |
0.100 |
| High (YTD): |
2024-04-24 |
0.640 |
| Low (YTD): |
2024-03-01 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.51% |
| Volatility 6M: |
|
234.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
