UniCredit Call 25 VAS 19.06.2024
/ DE000HC9XTP9
UniCredit Call 25 VAS 19.06.2024/ DE000HC9XTP9 /
| 2024-06-05 2:14:03 PM |
Chg.+0.400 |
Bid9:51:11 PM |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+35.40% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
25.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9XTP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-05 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
1.38 |
| Time value: |
0.50 |
| Break-even: |
26.88 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.81 |
| Spread %: |
75.70% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
10.18 |
| Rho: |
0.01 |
Quote data
| Open: |
1.820 |
| High: |
1.930 |
| Low: |
1.490 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.83% |
| 1 Month |
|
|
+4.79% |
| 3 Months |
|
|
+4.79% |
| YTD |
|
|
-68.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.130 |
| 1M High / 1M Low: |
2.270 |
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: |
|
1.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.588 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.36% |
| Volatility 6M: |
|
177.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
