UniCredit Call 25 VAS 18.12.2024
/ DE000HC967L7
UniCredit Call 25 VAS 18.12.2024/ DE000HC967L7 /
| 2024-06-06 7:39:54 PM |
Chg.+0.060 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.750EUR |
+2.23% |
2.690
Bid Size: 2,000 |
2.870
Ask Size: 2,000 |
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: |
10.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.24 |
| Parity: |
1.28 |
| Time value: |
1.19 |
| Break-even: |
27.47 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.11 |
| Spread %: |
4.66% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
7.60 |
| Rho: |
0.09 |
Quote data
| Open: |
2.440 |
| High: |
2.750 |
| Low: |
2.430 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.36% |
| 1 Month |
|
|
+3.00% |
| 3 Months |
|
|
+24.43% |
| YTD |
|
|
-49.63% |
| 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: |
|
2.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.39% |
| Volatility 6M: |
|
112.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
