UniCredit Call 26 VAS 19.06.2024
/ DE000HD3KBV4
UniCredit Call 26 VAS 19.06.2024/ DE000HD3KBV4 /
| 6/3/2024 9:43:01 AM |
Chg.-0.09 |
Bid12:03:18 PM |
Ask12:03:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
-7.09% |
1.14
Bid Size: 6,000 |
1.18
Ask Size: 6,000 |
VOESTALPINE AG |
26.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD3KBV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
0.86 |
| Time value: |
0.62 |
| Break-even: |
27.48 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.19 |
| Spread %: |
14.73% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
12.03 |
| Rho: |
0.01 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.48% |
| 1 Month |
|
|
+13.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
0.97 |
| 1M High / 1M Low: |
1.43 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
