UniCredit Call 25 VAS 18.09.2024
/ DE000HC9XTR5
UniCredit Call 25 VAS 18.09.2024/ DE000HC9XTR5 /
| 2024-07-25 8:06:21 PM |
Chg.- |
Bid8:39:13 AM |
Ask8:39:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
- |
0.650
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
VOESTALPINE AG |
25.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XTR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-1.14 |
| Time value: |
0.76 |
| Break-even: |
25.76 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.21 |
| Spread %: |
38.18% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
12.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.710 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-54.84% |
| 3 Months |
|
|
-64.10% |
| YTD |
|
|
-86.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.560 |
| 1M High / 1M Low: |
1.550 |
0.560 |
| 6M High / 6M Low: |
4.330 |
0.560 |
| High (YTD): |
2024-01-02 |
5.040 |
| Low (YTD): |
2024-07-24 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.29% |
| Volatility 6M: |
|
180.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
