UniCredit Call 24 VAS 18.09.2024
/ DE000HD4VW07
UniCredit Call 24 VAS 18.09.2024/ DE000HD4VW07 /
| 6/28/2024 7:28:05 PM |
Chg.-0.030 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
-1.60% |
1.870
Bid Size: 2,000 |
2.100
Ask Size: 2,000 |
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: |
12.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
1.22 |
| Time value: |
0.88 |
| Break-even: |
26.10 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.23 |
| Spread %: |
12.30% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
8.34 |
| Rho: |
0.03 |
Quote data
| Open: |
1.990 |
| High: |
2.050 |
| Low: |
1.830 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.08% |
| 1 Month |
|
|
-36.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.260 |
1.840 |
| 1M High / 1M Low: |
3.240 |
1.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
