UniCredit Call 2.8 IES 18.06.2025
/ DE000HD4VYS7
UniCredit Call 2.8 IES 18.06.2025/ DE000HD4VYS7 /
| 05/08/2024 10:27:22 |
Chg.-0.120 |
Bid15:10:37 |
Ask15:10:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-16.44% |
0.650
Bid Size: 125,000 |
0.660
Ask Size: 125,000 |
INTESA SANPAOLO |
2.80 - |
18/06/2025 |
Call |
Master data
| WKN: |
HD4VYS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2.80 - |
| Maturity: |
18/06/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
0.64 |
| Time value: |
0.11 |
| Break-even: |
3.55 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
4.28 |
| Rho: |
0.02 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.41% |
| 1 Month |
|
|
-25.61% |
| 3 Months |
|
|
-10.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.730 |
| 1M High / 1M Low: |
1.050 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
