UniCredit Call 25 VAS 19.06.2024
/ DE000HC9XTP9
UniCredit Call 25 VAS 19.06.2024/ DE000HC9XTP9 /
| 2024-05-16 7:38:28 PM |
Chg.+0.120 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+8.57% |
1.450
Bid Size: 3,000 |
1.630
Ask Size: 3,000 |
VOESTALPINE AG |
25.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC9XTP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.68 |
| Time value: |
0.85 |
| Break-even: |
26.53 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.18 |
| Spread %: |
13.33% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
10.58 |
| Rho: |
0.01 |
Quote data
| Open: |
1.440 |
| High: |
1.660 |
| Low: |
1.440 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.60% |
| 1 Month |
|
|
-5.59% |
| 3 Months |
|
|
-34.48% |
| YTD |
|
|
-68.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.250 |
| 1M High / 1M Low: |
1.700 |
1.080 |
| 6M High / 6M Low: |
5.200 |
1.080 |
| High (YTD): |
2024-01-02 |
4.750 |
| Low (YTD): |
2024-05-08 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.780 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.90% |
| Volatility 6M: |
|
160.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
