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: |
|
- |