UC TUR.WAR.OP.END. VSA2/ DE000HD6E8T6 /
| 2024-10-10 9:46:45 PM | Chg.-0.2200 | Bid9:59:24 PM | Ask9:59:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1500EUR | -9.28% | 2.0800 Bid Size: 4,000 |
2.1700 Ask Size: 4,000 |
Valeo SA | 7.987 - | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD6E8T |
| Currency: | EUR |
| Underlying: | Valeo SA |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 7.987 - |
| Maturity: | Endless |
| Issue date: | 2024-06-18 |
| Last trading day: | 2078-12-31 |
| Ratio: | 1:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 4.27 |
| Knock-out: | 7.987 |
| Knock-out violated on: | - |
| Distance to knock-out: | 2.218 |
| Distance to knock-out %: | 21.73% |
| Distance to strike price: | 2.218 |
| Distance to strike price %: | 21.73% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.09 |
| Spread %: | 3.86% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.1400 |
|---|---|
| High: | 2.2900 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.28% | ||
|---|---|---|---|
| 1 Month | +150.00% | ||
| 3 Months | +0.94% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7600 | 2.0700 |
|---|---|---|
| 1M High / 1M Low: | 3.1800 | 0.8100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9686 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 297.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
