UniCredit Call 28 VAS 19.06.2024
/ DE000HC900F0
UniCredit Call 28 VAS 19.06.2024/ DE000HC900F0 /
2024-05-16 6:25:34 PM |
Chg.+0.070 |
Bid6:47:43 PM |
Ask6:47:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+31.82% |
0.290 Bid Size: 10,000 |
0.380 Ask Size: 10,000 |
VOESTALPINE AG |
28.00 EUR |
2024-06-19 |
Call |
Master data
WKN: |
HC900F |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 EUR |
Maturity: |
2024-06-19 |
Issue date: |
2023-08-28 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
73.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
-2.32 |
Time value: |
0.35 |
Break-even: |
28.35 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
1.89 |
Spread abs.: |
0.18 |
Spread %: |
105.88% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
17.06 |
Rho: |
0.01 |
Quote data
Open: |
0.280 |
High: |
0.340 |
Low: |
0.270 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+31.82% |
1 Month |
|
|
-32.56% |
3 Months |
|
|
-71.57% |
YTD |
|
|
-90.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.210 |
1M High / 1M Low: |
0.430 |
0.180 |
6M High / 6M Low: |
3.320 |
0.180 |
High (YTD): |
2024-01-02 |
2.900 |
Low (YTD): |
2024-05-08 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
362.98% |
Volatility 6M: |
|
230.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |