UniCredit Call 3.2 IES 19.03.2025
/ DE000HD4VYQ1
UniCredit Call 3.2 IES 19.03.2025/ DE000HD4VYQ1 /
| 24/06/2024 19:29:46 |
Chg.+0.040 |
Bid21:59:34 |
Ask21:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+9.30% |
0.460
Bid Size: 15,000 |
0.500
Ask Size: 15,000 |
INTESA SANPAOLO |
3.20 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD4VYQ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
INTESA SANPAOLO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.20 - |
| Maturity: |
19/03/2025 |
| Issue date: |
22/04/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.25 |
| Time value: |
0.20 |
| Break-even: |
3.65 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
5.67 |
| Rho: |
0.02 |
Quote data
| Open: |
0.450 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
-6.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.570 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
