UniCredit Call 12 VVU 19.03.2025
/ DE000HD43JE7
UniCredit Call 12 VVU 19.03.2025/ DE000HD43JE7 /
09/10/2024 20:05:45 |
Chg.+0.030 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.530 Bid Size: 14,000 |
0.780 Ask Size: 14,000 |
VIVENDI SE INH. E... |
12.00 - |
19/03/2025 |
Call |
Master data
WKN: |
HD43JE |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VIVENDI SE INH. EO 5,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 - |
Maturity: |
19/03/2025 |
Issue date: |
25/03/2024 |
Last trading day: |
18/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.21 |
Parity: |
-1.77 |
Time value: |
0.75 |
Break-even: |
12.75 |
Moneyness: |
0.85 |
Premium: |
0.25 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.25 |
Spread %: |
50.00% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
5.26 |
Rho: |
0.01 |
Quote data
Open: |
0.590 |
High: |
0.650 |
Low: |
0.580 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
+13.73% |
3 Months |
|
|
+61.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.530 |
1M High / 1M Low: |
0.640 |
0.380 |
6M High / 6M Low: |
0.670 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.537 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.422 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.39% |
Volatility 6M: |
|
200.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |