UniCredit Call 11 VVU 18.12.2024
/ DE000HD3T3S5
UniCredit Call 11 VVU 18.12.2024/ DE000HD3T3S5 /
| 03/06/2024 15:00:31 |
Chg.+0.040 |
Bid15:33:37 |
Ask15:33:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+8.00% |
0.550
Bid Size: 80,000 |
0.570
Ask Size: 80,000 |
VIVENDI SE INH. E... |
11.00 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
HD3T3S |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.90 |
| Time value: |
0.58 |
| Break-even: |
11.58 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.08 |
| Spread %: |
16.00% |
| Delta: |
0.42 |
| Theta: |
0.00 |
| Omega: |
7.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.570 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
