UniCredit Call 7.5 UAA 19.06.2024
/ DE000HD4NEB2
UniCredit Call 7.5 UAA 19.06.2024/ DE000HD4NEB2 /
2024-05-03 5:31:51 PM |
Chg.-0.010 |
Bid5:32:30 PM |
Ask5:32:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-4.76% |
0.210 Bid Size: 15,000 |
0.220 Ask Size: 15,000 |
Under Armour Inc |
7.50 - |
2024-06-19 |
Call |
Master data
WKN: |
HD4NEB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Under Armour Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7.50 - |
Maturity: |
2024-06-19 |
Issue date: |
2024-04-15 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.37 |
Parity: |
-1.24 |
Time value: |
0.23 |
Break-even: |
7.73 |
Moneyness: |
0.84 |
Premium: |
0.23 |
Premium p.a.: |
4.13 |
Spread abs.: |
0.01 |
Spread %: |
4.55% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
7.50 |
Rho: |
0.00 |
Quote data
Open: |
0.200 |
High: |
0.250 |
Low: |
0.200 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-23.08% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.210 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.235 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |