UniCredit Call 190 UWS 18.12.2024
/ DE000HC96JY5
UniCredit Call 190 UWS 18.12.2024/ DE000HC96JY5 /
| 2024-10-18 1:22:35 PM |
Chg.+0.020 |
Bid9:59:40 PM |
Ask2024-10-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
+0.85% |
-
Bid Size: - |
-
Ask Size: - |
WASTE MANAGEMENT |
190.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC96JY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WASTE MANAGEMENT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-10-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.16 |
| Parity: |
1.97 |
| Time value: |
0.47 |
| Break-even: |
214.40 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.11 |
| Spread %: |
4.72% |
| Delta: |
0.78 |
| Theta: |
-0.14 |
| Omega: |
6.71 |
| Rho: |
0.14 |
Quote data
| Open: |
2.400 |
| High: |
2.400 |
| Low: |
2.370 |
| Previous Close: |
2.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.28% |
| 3 Months |
|
|
+33.90% |
| YTD |
|
|
+141.84% |
| 1 Year |
|
|
+172.41% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.550 |
2.350 |
| 6M High / 6M Low: |
3.520 |
1.480 |
| High (YTD): |
2024-07-18 |
3.520 |
| Low (YTD): |
2024-01-08 |
0.910 |
| 52W High: |
2024-07-18 |
3.520 |
| 52W Low: |
2023-11-29 |
0.650 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.220 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.996 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
69.09% |
| Volatility 6M: |
|
133.16% |
| Volatility 1Y: |
|
113.06% |
| Volatility 3Y: |
|
- |
