UniCredit Call 72 BNR 19.06.2024
/ DE000HD4JRR8
UniCredit Call 72 BNR 19.06.2024/ DE000HD4JRR8 /
| 2024-05-23 12:21:59 PM |
Chg.+0.004 |
Bid1:18:56 PM |
Ask1:18:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
+400.00% |
0.004
Bid Size: 125,000 |
-
Ask Size: - |
BRENNTAG SE NA O.N. |
72.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4JRR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.19 |
| Parity: |
-0.42 |
| Time value: |
0.33 |
| Break-even: |
75.30 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
3.13 |
| Spread abs.: |
0.32 |
| Spread %: |
3,200.00% |
| Delta: |
0.41 |
| Theta: |
-0.09 |
| Omega: |
8.45 |
| Rho: |
0.02 |
Quote data
| Open: |
0.001 |
| High: |
0.005 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-84.38% |
| 1 Month |
|
|
-98.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.001 |
| 1M High / 1M Low: |
0.580 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
8,710.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
