UniCredit Call 3.7 IES 14.08.2024
/ DE000HD5SCA4
UniCredit Call 3.7 IES 14.08.2024/ DE000HD5SCA4 /
| 2024-07-08 12:25:26 PM |
Chg.+0.016 |
Bid12:32:06 PM |
Ask12:32:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+32.00% |
0.065
Bid Size: 225,000 |
0.072
Ask Size: 225,000 |
INTESA SANPAOLO |
3.70 - |
2024-08-14 |
Call |
Master data
| WKN: |
HD5SCA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.70 - |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-13 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.15 |
| Time value: |
0.08 |
| Break-even: |
3.78 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.04 |
| Spread %: |
80.00% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
15.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.058 |
| High: |
0.075 |
| Low: |
0.058 |
| Previous Close: |
0.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.59% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.050 |
| 1M High / 1M Low: |
0.073 |
0.004 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,223.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
