UniCredit Call 80 NKE 19.06.2024
/ DE000HC9K0V0
UniCredit Call 80 NKE 19.06.2024/ DE000HC9K0V0 /
| 2024-06-05 7:39:58 PM |
Chg.+0.020 |
Bid9:58:38 PM |
Ask9:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.910EUR |
+0.22% |
8.930
Bid Size: 4,000 |
8.990
Ask Size: 4,000 |
NIKE INC. B |
80.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9K0V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
NIKE INC. B |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.23 |
| Intrinsic value: |
7.06 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.24 |
| Parity: |
7.06 |
| Time value: |
1.96 |
| Break-even: |
89.02 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.04 |
| Spread %: |
0.45% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
7.30 |
| Rho: |
0.02 |
Quote data
| Open: |
8.930 |
| High: |
8.990 |
| Low: |
8.880 |
| Previous Close: |
8.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.65% |
| 1 Month |
|
|
+9.73% |
| 3 Months |
|
|
+18.80% |
| YTD |
|
|
+8.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.910 |
8.680 |
| 1M High / 1M Low: |
8.910 |
7.760 |
| 6M High / 6M Low: |
8.910 |
6.540 |
| High (YTD): |
2024-06-05 |
8.910 |
| Low (YTD): |
2024-04-04 |
6.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.64% |
| Volatility 6M: |
|
41.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
