UniCredit Call 24 VAS 18.12.2024
/ DE000HD5HQT7
UniCredit Call 24 VAS 18.12.2024/ DE000HD5HQT7 /
| 2024-06-12 1:36:56 PM |
Chg.+0.01 |
Bid1:49:53 PM |
Ask1:49:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.04EUR |
+0.33% |
3.03
Bid Size: 6,000 |
3.07
Ask Size: 6,000 |
VOESTALPINE AG |
24.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD5HQT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
1.60 |
| Time value: |
1.55 |
| Break-even: |
27.15 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.18 |
| Spread %: |
6.06% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
5.67 |
| Rho: |
0.08 |
Quote data
| Open: |
3.01 |
| High: |
3.04 |
| Low: |
3.01 |
| Previous Close: |
3.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.78 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
