UniCredit Call 25 VAS 18.12.2024
/ DE000HC967L7
UniCredit Call 25 VAS 18.12.2024/ DE000HC967L7 /
| 2024-06-07 12:26:25 PM |
Chg.-0.110 |
Bid1:01:46 PM |
Ask1:01:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.640EUR |
-4.00% |
2.620
Bid Size: 6,000 |
2.660
Ask Size: 6,000 |
VOESTALPINE AG |
25.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC967L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
1.38 |
| Time value: |
1.49 |
| Break-even: |
27.87 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.18 |
| Spread %: |
6.69% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
6.37 |
| Rho: |
0.08 |
Quote data
| Open: |
2.810 |
| High: |
2.810 |
| Low: |
2.580 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.87% |
| 1 Month |
|
|
+7.76% |
| 3 Months |
|
|
+16.81% |
| YTD |
|
|
-51.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.340 |
| 1M High / 1M Low: |
3.180 |
2.100 |
| 6M High / 6M Low: |
5.790 |
2.100 |
| High (YTD): |
2024-01-02 |
5.380 |
| Low (YTD): |
2024-05-08 |
2.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.694 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.06% |
| Volatility 6M: |
|
112.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
