UniCredit Call 24 VAS 18.09.2024
/ DE000HD4VW07
UniCredit Call 24 VAS 18.09.2024/ DE000HD4VW07 /
| 12/07/2024 14:45:22 |
Chg.+0.220 |
Bid15:10:43 |
Ask15:10:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+12.29% |
1.950
Bid Size: 6,000 |
2.000
Ask Size: 6,000 |
VOESTALPINE AG |
24.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD4VW0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
1.27 |
| Break-even: |
25.97 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.22 |
| Spread %: |
12.57% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
7.78 |
| Rho: |
0.02 |
Quote data
| Open: |
1.840 |
| High: |
2.010 |
| Low: |
1.840 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.74% |
| 1 Month |
|
|
-14.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.790 |
| 1M High / 1M Low: |
2.360 |
1.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
