UniCredit Call 4.4 TNE5 18.09.2024
/ DE000HD4VVE3
UniCredit Call 4.4 TNE5 18.09.202.../ DE000HD4VVE3 /
| 20/06/2024 16:04:46 |
Chg.+0.011 |
Bid16:09:24 |
Ask16:09:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
+30.56% |
0.046
Bid Size: 125,000 |
0.051
Ask Size: 125,000 |
TELEFONICA INH. ... |
4.40 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD4VVE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
TELEFONICA INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 - |
| Maturity: |
18/09/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.40 |
| Time value: |
0.06 |
| Break-even: |
4.46 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
83.33% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
16.64 |
| Rho: |
0.00 |
Quote data
| Open: |
0.040 |
| High: |
0.047 |
| Low: |
0.036 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.56% |
| 1 Month |
|
|
-11.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.034 |
| 1M High / 1M Low: |
0.140 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
