UniCredit Call 30 VAS 18.09.2024
/ DE000HC9XTS3
UniCredit Call 30 VAS 18.09.2024/ DE000HC9XTS3 /
| 6/7/2024 9:48:34 AM |
Chg.+0.050 |
Bid10:33:13 AM |
Ask10:33:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+15.15% |
0.340
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
VOESTALPINE AG |
30.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9XTS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-3.62 |
| Time value: |
0.47 |
| Break-even: |
30.47 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.18 |
| Spread %: |
62.07% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
12.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
-84.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.150 |
| 1M High / 1M Low: |
0.520 |
0.150 |
| 6M High / 6M Low: |
2.780 |
0.150 |
| High (YTD): |
1/2/2024 |
2.440 |
| Low (YTD): |
6/5/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
495.28% |
| Volatility 6M: |
|
273.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
