UniCredit Call 10.5 VVU 18.12.2024
/ DE000HD6BZV5
UniCredit Call 10.5 VVU 18.12.202.../ DE000HD6BZV5 /
| 10/9/2024 8:37:55 PM |
Chg.+0.050 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+7.46% |
0.670
Bid Size: 10,000 |
0.920
Ask Size: 10,000 |
VIVENDI SE INH. E... |
10.50 EUR |
12/18/2024 |
Call |
Master data
| WKN: |
HD6BZV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
12/18/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.21 |
| Parity: |
-0.27 |
| Time value: |
0.86 |
| Break-even: |
11.36 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.25 |
| Spread %: |
40.98% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
6.10 |
| Rho: |
0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.780 |
| Low: |
0.700 |
| Previous Close: |
0.670 |
| Turnover: |
2,002 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.49% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+24.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
0.910 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
2,060 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
2,440.909 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
