UniCredit Call 28 VAS 18.12.2024
/ DE000HD033M5
UniCredit Call 28 VAS 18.12.2024/ DE000HD033M5 /
| 17/05/2024 17:38:24 |
Chg.+0.120 |
Bid17:38:36 |
Ask17:38:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+9.16% |
1.440
Bid Size: 3,000 |
1.530
Ask Size: 3,000 |
VOESTALPINE AG |
28.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD033M |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-2.10 |
| Time value: |
1.43 |
| Break-even: |
29.43 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.18 |
| Spread %: |
14.40% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
7.74 |
| Rho: |
0.06 |
Quote data
| Open: |
1.420 |
| High: |
1.470 |
| Low: |
1.420 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.26% |
| 1 Month |
|
|
+13.49% |
| 3 Months |
|
|
-24.74% |
| YTD |
|
|
-62.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.190 |
| 1M High / 1M Low: |
1.440 |
1.080 |
| 6M High / 6M Low: |
4.110 |
1.080 |
| High (YTD): |
02/01/2024 |
3.760 |
| Low (YTD): |
08/05/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.246 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.23% |
| Volatility 6M: |
|
120.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
