UniCredit Call 90 GXI 19.06.2024
/ DE000HC3YYB0
UniCredit Call 90 GXI 19.06.2024/ DE000HC3YYB0 /
| 2024-04-30 9:04:33 PM |
Chg.- |
Bid10:04:29 AM |
Ask10:04:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
1.29
Bid Size: 40,000 |
1.30
Ask Size: 40,000 |
GERRESHEIMER AG |
90.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC3YYB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-02-09 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.38 |
| Parity: |
1.10 |
| Time value: |
0.18 |
| Break-even: |
102.80 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
5.79% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
6.54 |
| Rho: |
0.09 |
Quote data
| Open: |
1.21 |
| High: |
1.38 |
| Low: |
1.21 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.24% |
| 1 Month |
|
|
-29.71% |
| 3 Months |
|
|
+17.14% |
| YTD |
|
|
-8.21% |
| 1 Year |
|
|
-38.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.18 |
| 1M High / 1M Low: |
1.91 |
1.12 |
| 6M High / 6M Low: |
2.32 |
0.70 |
| High (YTD): |
2024-03-06 |
2.32 |
| Low (YTD): |
2024-02-08 |
0.70 |
| 52W High: |
2023-09-01 |
3.74 |
| 52W Low: |
2024-02-08 |
0.70 |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.89 |
| Avg. volume 1Y: |
|
58.41 |
| Volatility 1M: |
|
147.01% |
| Volatility 6M: |
|
236.14% |
| Volatility 1Y: |
|
188.96% |
| Volatility 3Y: |
|
- |
