UniCredit Call 23 VAS 18.09.2024
/ DE000HD7FBF8
UniCredit Call 23 VAS 18.09.2024/ DE000HD7FBF8 /
| 8/2/2024 7:35:57 PM |
Chg.-0.300 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-27.27% |
0.770
Bid Size: 4,000 |
1.580
Ask Size: 4,000 |
VOESTALPINE AG |
23.00 EUR |
9/18/2024 |
Call |
Master data
| WKN: |
HD7FBF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
9/18/2024 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
0.04 |
| Time value: |
1.61 |
| Break-even: |
24.65 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.50 |
| Spread %: |
43.48% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
7.67 |
| Rho: |
0.01 |
Quote data
| Open: |
1.080 |
| High: |
1.110 |
| Low: |
0.790 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
