UniCredit Call 22 VAS 18.12.2024
/ DE000HD0A496
UniCredit Call 22 VAS 18.12.2024/ DE000HD0A496 /
| 2024-06-12 12:28:50 PM |
Chg.+0.090 |
Bid1:13:44 PM |
Ask1:13:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.430EUR |
+2.07% |
4.380
Bid Size: 4,000 |
4.420
Ask Size: 4,000 |
VOESTALPINE AG |
22.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD0A49 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
3.60 |
| Time value: |
0.87 |
| Break-even: |
26.47 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.18 |
| Spread %: |
4.20% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
4.80 |
| Rho: |
0.09 |
Quote data
| Open: |
4.290 |
| High: |
4.440 |
| Low: |
4.290 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.73% |
| 1 Month |
|
|
+4.98% |
| 3 Months |
|
|
+1.14% |
| YTD |
|
|
-41.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
4.340 |
| 1M High / 1M Low: |
5.320 |
4.130 |
| 6M High / 6M Low: |
7.930 |
3.750 |
| High (YTD): |
2024-01-02 |
7.490 |
| Low (YTD): |
2024-03-06 |
3.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.26% |
| Volatility 6M: |
|
94.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
