UniCredit Call 28 VAS 18.09.2024
/ DE000HD033L7
UniCredit Call 28 VAS 18.09.2024/ DE000HD033L7 /
| 5/22/2024 1:47:58 PM |
Chg.-0.040 |
Bid3:31:34 PM |
Ask3:31:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-4.30% |
0.890
Bid Size: 10,000 |
0.930
Ask Size: 10,000 |
VOESTALPINE AG |
28.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD033L |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.25 |
| Parity: |
-1.02 |
| Time value: |
1.26 |
| Break-even: |
29.26 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.19 |
| Spread %: |
17.76% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
9.87 |
| Rho: |
0.04 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
0.890 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.35% |
| 1 Month |
|
|
+15.58% |
| 3 Months |
|
|
-28.23% |
| YTD |
|
|
-73.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.710 |
| 1M High / 1M Low: |
0.970 |
0.600 |
| 6M High / 6M Low: |
3.720 |
0.600 |
| High (YTD): |
1/2/2024 |
3.270 |
| Low (YTD): |
5/8/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.735 |
| Avg. volume 6M: |
|
16.129 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.82% |
| Volatility 6M: |
|
167.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
