UniCredit Call 92 HEI 19.06.2024
/ DE000HD5DAJ1
UniCredit Call 92 HEI 19.06.2024/ DE000HD5DAJ1 /
| 2024-05-31 7:34:25 PM |
Chg.-0.090 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-16.36% |
0.480
Bid Size: 8,000 |
0.520
Ask Size: 8,000 |
HEIDELBERG MATERIALS... |
92.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD5DAJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.37 |
| Time value: |
0.15 |
| Break-even: |
97.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
8.33% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
13.26 |
| Rho: |
0.03 |
Quote data
| Open: |
0.530 |
| High: |
0.620 |
| Low: |
0.460 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.21% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.460 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
