UniCredit Call 420 MUV2 17.07.2024
/ DE000HD4Z9B9
UniCredit Call 420 MUV2 17.07.202.../ DE000HD4Z9B9 /
| 2024-06-11 11:46:03 AM |
Chg.+0.200 |
Bid9:59:14 PM |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.550EUR |
+4.60% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
420.00 - |
2024-07-17 |
Call |
Master data
| WKN: |
HD4Z9B |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-07-17 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.17 |
| Parity: |
2.56 |
| Time value: |
2.01 |
| Break-even: |
465.70 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
3.32 |
| Spread abs.: |
0.26 |
| Spread %: |
6.03% |
| Delta: |
0.66 |
| Theta: |
-1.35 |
| Omega: |
6.48 |
| Rho: |
0.08 |
Quote data
| Open: |
4.420 |
| High: |
4.860 |
| Low: |
4.420 |
| Previous Close: |
4.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.570 |
4.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
