UniCredit Call 30 VAS 18.12.2024
/ DE000HC7ME90
UniCredit Call 30 VAS 18.12.2024/ DE000HC7ME90 /
| 2024-06-11 9:19:00 PM |
Chg.-0.070 |
Bid9:22:05 PM |
Ask9:22:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-8.75% |
0.730
Bid Size: 5,000 |
0.840
Ask Size: 5,000 |
VOESTALPINE AG |
30.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7ME9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-3.84 |
| Time value: |
0.94 |
| Break-even: |
30.94 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.18 |
| Spread %: |
23.68% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
8.66 |
| Rho: |
0.04 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.730 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.80% |
| 1 Month |
|
|
-3.95% |
| 3 Months |
|
|
-16.09% |
| YTD |
|
|
-75.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.670 |
| 1M High / 1M Low: |
1.060 |
0.670 |
| 6M High / 6M Low: |
3.240 |
0.660 |
| High (YTD): |
2024-01-02 |
2.880 |
| Low (YTD): |
2024-04-23 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.01% |
| Volatility 6M: |
|
153.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
