UniCredit Call 28 VAS 18.09.2024
/ DE000HD033L7
UniCredit Call 28 VAS 18.09.2024/ DE000HD033L7 /
| 2024-05-31 7:27:50 PM |
Chg.+0.150 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+18.29% |
0.960
Bid Size: 4,000 |
1.150
Ask Size: 4,000 |
VOESTALPINE AG |
28.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD033L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-1.14 |
| Time value: |
1.15 |
| Break-even: |
29.15 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.19 |
| Spread %: |
19.79% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
10.33 |
| Rho: |
0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.970 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.02% |
| 1 Month |
|
|
+36.62% |
| 3 Months |
|
|
-19.83% |
| YTD |
|
|
-71.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.820 |
| 1M High / 1M Low: |
1.120 |
0.590 |
| 6M High / 6M Low: |
3.720 |
0.590 |
| High (YTD): |
2024-01-02 |
3.320 |
| Low (YTD): |
2024-05-08 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.665 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.15% |
| Volatility 6M: |
|
168.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
