UniCredit Call 24 VAS 18.09.2024/  DE000HD4VW07  /

Frankfurt Zert./HVB
8/16/2024  6:26:16 PM Chg.-0.070 Bid8/16/2024 Ask8/16/2024 Underlying Strike price Expiration date Option type
0.040EUR -63.64% 0.040
Bid Size: 10,000
0.230
Ask Size: 10,000
VOESTALPINE AG 24.00 - 9/18/2024 Call
 

Master data

WKN: HD4VW0
Issuer: UniCredit
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 9/18/2024
Issue date: 4/22/2024
Last trading day: 9/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 81.92
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -2.70
Time value: 0.26
Break-even: 24.26
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 3.22
Spread abs.: 0.19
Spread %: 271.43%
Delta: 0.19
Theta: -0.01
Omega: 15.56
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.150
Low: 0.040
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -87.50%
1 Month
  -97.40%
3 Months
  -98.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.110
1M High / 1M Low: 1.540 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   371.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -