UniCredit Call 16 VBK 18.12.2024
/ DE000HD7VYJ9
UniCredit Call 16 VBK 18.12.2024/ DE000HD7VYJ9 /
| 8/23/2024 7:35:15 PM |
Chg.+0.640 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.730EUR |
+20.71% |
3.550
Bid Size: 1,000 |
3.870
Ask Size: 1,000 |
VERBIO SE INH O.N. |
16.00 EUR |
12/18/2024 |
Call |
Master data
| WKN: |
HD7VYJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERBIO SE INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
12/18/2024 |
| Issue date: |
8/14/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.55 |
| Parity: |
2.44 |
| Time value: |
1.43 |
| Break-even: |
19.87 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.32 |
| Spread %: |
9.01% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.49 |
| Rho: |
0.03 |
Quote data
| Open: |
3.410 |
| High: |
3.800 |
| Low: |
3.370 |
| Previous Close: |
3.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.960 |
3.090 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.518 |
| 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: |
|
- |
