UniCredit Call 22 VAS 18.12.2024
/ DE000HD0A496
UniCredit Call 22 VAS 18.12.2024/ DE000HD0A496 /
| 2024-06-11 7:38:19 PM |
Chg.-0.230 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.340EUR |
-5.03% |
4.290
Bid Size: 1,000 |
4.470
Ask Size: 1,000 |
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: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.85 |
| Intrinsic value: |
4.16 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
4.16 |
| Time value: |
0.60 |
| Break-even: |
26.76 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.18 |
| Spread %: |
3.93% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
4.99 |
| Rho: |
0.10 |
Quote data
| Open: |
4.370 |
| High: |
4.520 |
| Low: |
4.320 |
| Previous Close: |
4.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+2.84% |
| 3 Months |
|
|
+12.14% |
| YTD |
|
|
-42.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
4.200 |
| 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: |
|
4.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.257 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.80% |
| Volatility 6M: |
|
94.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
