UniCredit Call 80 WAF 19.06.2024
/ DE000HC72346
UniCredit Call 80 WAF 19.06.2024/ DE000HC72346 /
| 2024-05-17 2:45:29 PM |
Chg.+0.007 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+10.45% |
0.074
Bid Size: 45,000 |
0.085
Ask Size: 45,000 |
SILTRONIC AG NA O.N. |
80.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7234 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
66.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.34 |
| Parity: |
-0.64 |
| Time value: |
0.11 |
| Break-even: |
81.10 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.05 |
| Spread %: |
83.33% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
16.46 |
| Rho: |
0.02 |
Quote data
| Open: |
0.059 |
| High: |
0.077 |
| Low: |
0.059 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.73% |
| 1 Month |
|
|
-85.77% |
| 3 Months |
|
|
-94.44% |
| YTD |
|
|
-94.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.067 |
| 1M High / 1M Low: |
0.520 |
0.067 |
| 6M High / 6M Low: |
1.740 |
0.067 |
| High (YTD): |
2024-01-08 |
1.640 |
| Low (YTD): |
2024-05-16 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.59% |
| Volatility 6M: |
|
251.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
