UniCredit Call 16.5 VBK 18.09.2024
/ DE000HD7Y7J4
UniCredit Call 16.5 VBK 18.09.202.../ DE000HD7Y7J4 /
| 23/08/2024 19:26:30 |
Chg.+0.620 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+38.75% |
2.040
Bid Size: 2,000 |
2.360
Ask Size: 2,000 |
VERBIO SE INH O.N. |
16.50 EUR |
18/09/2024 |
Call |
Master data
| WKN: |
HD7Y7J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 EUR |
| Maturity: |
18/09/2024 |
| Issue date: |
15/08/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.55 |
| Parity: |
1.94 |
| Time value: |
0.42 |
| Break-even: |
18.86 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.32 |
| Spread %: |
15.69% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
6.16 |
| Rho: |
0.01 |
Quote data
| Open: |
1.810 |
| High: |
2.290 |
| Low: |
1.810 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.55% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
1.600 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
