UniCredit Call 80 NKE 19.06.2024
/ DE000HC9K0V0
UniCredit Call 80 NKE 19.06.2024/ DE000HC9K0V0 /
| 2024-06-06 4:08:56 PM |
Chg.+0.14 |
Bid5:16:17 PM |
Ask5:16:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.07EUR |
+1.57% |
9.05
Bid Size: 8,000 |
9.09
Ask Size: 8,000 |
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: |
9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.89 |
| Intrinsic value: |
6.74 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.24 |
| Parity: |
6.74 |
| Time value: |
2.26 |
| Break-even: |
89.00 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.67% |
| Delta: |
0.74 |
| Theta: |
-0.16 |
| Omega: |
7.12 |
| Rho: |
0.02 |
Quote data
| Open: |
8.96 |
| High: |
9.07 |
| Low: |
8.96 |
| Previous Close: |
8.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.34% |
| 1 Month |
|
|
+11.84% |
| 3 Months |
|
|
+21.42% |
| YTD |
|
|
+10.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.95 |
8.61 |
| 1M High / 1M Low: |
8.95 |
7.65 |
| 6M High / 6M Low: |
8.95 |
6.58 |
| High (YTD): |
2024-06-04 |
8.95 |
| Low (YTD): |
2024-04-05 |
6.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.48% |
| Volatility 6M: |
|
41.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
