UniCredit Call 26 VAS 19.06.2024
/ DE000HD3KBV4
UniCredit Call 26 VAS 19.06.2024/ DE000HD3KBV4 /
| 05/06/2024 15:20:43 |
Chg.+0.370 |
Bid15:23:12 |
Ask15:23:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+68.52% |
0.940
Bid Size: 6,000 |
0.980
Ask Size: 6,000 |
VOESTALPINE AG |
26.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD3KBV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
11/03/2024 |
| Last trading day: |
18/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
-0.40 |
| Time value: |
0.74 |
| Break-even: |
26.74 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
2.11 |
| Spread abs.: |
0.18 |
| Spread %: |
32.14% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
15.71 |
| Rho: |
0.00 |
Quote data
| Open: |
1.080 |
| High: |
1.260 |
| Low: |
0.720 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.65% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.540 |
| 1M High / 1M Low: |
1.530 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
