UniCredit Call 25 VAS 18.09.2024
/ DE000HC9XTR5
UniCredit Call 25 VAS 18.09.2024/ DE000HC9XTR5 /
| 28/06/2024 21:00:23 |
Chg.-0.03 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
-2.33% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
25.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XTR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.22 |
| Time value: |
1.32 |
| Break-even: |
26.54 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.23 |
| Spread %: |
17.56% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
9.45 |
| Rho: |
0.03 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.26 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.82% |
| 1 Month |
|
|
-43.24% |
| 3 Months |
|
|
-45.92% |
| YTD |
|
|
-75.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.26 |
| 1M High / 1M Low: |
2.49 |
1.18 |
| 6M High / 6M Low: |
5.10 |
1.18 |
| High (YTD): |
02/01/2024 |
5.04 |
| Low (YTD): |
17/06/2024 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.79% |
| Volatility 6M: |
|
152.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
