UniCredit Call 25 VAS 18.09.2024
/ DE000HC9XTR5
UniCredit Call 25 VAS 18.09.2024/ DE000HC9XTR5 /
| 2024-06-06 7:29:17 PM |
Chg.+0.080 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+3.90% |
2.080
Bid Size: 2,000 |
2.260
Ask Size: 2,000 |
VOESTALPINE AG |
25.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XTR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.24 |
| Parity: |
1.28 |
| Time value: |
0.56 |
| Break-even: |
26.84 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.11 |
| Spread %: |
6.36% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
11.07 |
| Rho: |
0.05 |
Quote data
| Open: |
1.850 |
| High: |
2.130 |
| Low: |
1.820 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.18% |
| 1 Month |
|
|
-1.84% |
| 3 Months |
|
|
+21.02% |
| YTD |
|
|
-58.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
1.730 |
| 1M High / 1M Low: |
2.690 |
1.570 |
| 6M High / 6M Low: |
5.510 |
1.570 |
| High (YTD): |
2024-01-02 |
5.040 |
| Low (YTD): |
2024-05-08 |
1.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.982 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.63% |
| Volatility 6M: |
|
139.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
