UniCredit Call 26 VVD 19.06.2024
/ DE000HD0Y0N8
UniCredit Call 26 VVD 19.06.2024/ DE000HD0Y0N8 /
| 2024-05-23 11:07:32 AM |
Chg.-0.170 |
Bid9:59:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.770EUR |
-3.44% |
-
Bid Size: - |
-
Ask Size: - |
VEOLIA ENVIRONNE. EO... |
26.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0Y0N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-05-23 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
3.08 |
| Historic volatility: |
0.18 |
| Parity: |
1.92 |
| Time value: |
2.58 |
| Break-even: |
30.50 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.42 |
| Omega: |
4.03 |
| Rho: |
0.00 |
Quote data
| Open: |
4.720 |
| High: |
4.770 |
| Low: |
4.580 |
| Previous Close: |
4.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
+31.41% |
| YTD |
|
|
+31.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.970 |
4.710 |
| 6M High / 6M Low: |
4.970 |
1.970 |
| High (YTD): |
2024-05-21 |
4.970 |
| Low (YTD): |
2024-04-16 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.721 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
44.74% |
| Volatility 6M: |
|
124.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
