UniCredit Call 470 MUV2 18.09.2024
/ DE000HD75JV3
UniCredit Call 470 MUV2 18.09.202.../ DE000HD75JV3 /
9/4/2024 3:57:38 PM |
Chg.-0.110 |
Bid4:11:54 PM |
Ask4:11:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.630EUR |
-4.01% |
2.630 Bid Size: 15,000 |
2.640 Ask Size: 15,000 |
MUENCH.RUECKVERS.VNA... |
470.00 EUR |
9/18/2024 |
Call |
Master data
WKN: |
HD75JV |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 EUR |
Maturity: |
9/18/2024 |
Issue date: |
7/17/2024 |
Last trading day: |
9/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.63 |
Intrinsic value: |
2.52 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
2.52 |
Time value: |
0.16 |
Break-even: |
496.80 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.05 |
Spread %: |
1.90% |
Delta: |
0.90 |
Theta: |
-0.17 |
Omega: |
16.70 |
Rho: |
0.16 |
Quote data
Open: |
2.320 |
High: |
2.710 |
Low: |
2.320 |
Previous Close: |
2.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.39% |
1 Month |
|
|
+541.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.740 |
2.160 |
1M High / 1M Low: |
2.740 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |