UniCredit Call 92 SNW 19.06.2024
/ DE000HD4YZS8
UniCredit Call 92 SNW 19.06.2024/ DE000HD4YZS8 /
| 2024-06-04 7:41:17 PM |
Chg.0.000 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
0.00% |
0.062
Bid Size: 25,000 |
0.085
Ask Size: 25,000 |
SANOFI SA INHABER ... |
92.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD4YZS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
107.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
-0.19 |
| Time value: |
0.08 |
| Break-even: |
92.84 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.02 |
| Spread %: |
37.70% |
| Delta: |
0.34 |
| Theta: |
-0.05 |
| Omega: |
35.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.065 |
| High: |
0.110 |
| Low: |
0.061 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.36% |
| 1 Month |
|
|
-38.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.030 |
| 1M High / 1M Low: |
0.280 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
