UniCredit Call 24 VAS 18.09.2024
/ DE000HD4VW07
UniCredit Call 24 VAS 18.09.2024/ DE000HD4VW07 /
| 2024-06-26 7:38:59 PM |
Chg.-0.110 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-4.87% |
2.090
Bid Size: 2,000 |
2.320
Ask Size: 2,000 |
VOESTALPINE AG |
24.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD4VW0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.76 |
| Time value: |
1.04 |
| Break-even: |
26.80 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.93 |
| Spread %: |
49.73% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
6.55 |
| Rho: |
0.04 |
Quote data
| Open: |
2.190 |
| High: |
2.190 |
| Low: |
1.840 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.14% |
| 1 Month |
|
|
-36.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.860 |
| 1M High / 1M Low: |
3.360 |
1.650 |
| 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: |
|
2.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
