UniCredit Call 95 SY1 19.06.2024
/ DE000HD0LGH6
UniCredit Call 95 SY1 19.06.2024/ DE000HD0LGH6 /
| 2024-05-03 9:21:51 AM |
Chg.+0.050 |
Bid9:31:03 AM |
Ask9:31:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+7.58% |
0.690
Bid Size: 60,000 |
0.700
Ask Size: 60,000 |
SYMRISE AG INH. O.N. |
95.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0LGH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
0.55 |
| Time value: |
0.17 |
| Break-even: |
102.10 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
10.95 |
| Rho: |
0.09 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.70% |
| 1 Month |
|
|
-55.63% |
| 3 Months |
|
|
+4.41% |
| YTD |
|
|
-29.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.620 |
| 1M High / 1M Low: |
1.600 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
1.760 |
| Low (YTD): |
2024-01-23 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
