UniCredit Call 8 VVU 18.12.2024
/ DE000HC7MDX4
UniCredit Call 8 VVU 18.12.2024/ DE000HC7MDX4 /
| 2024-06-07 7:30:20 PM |
Chg.-0.140 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
-6.09% |
2.100
Bid Size: 4,000 |
2.260
Ask Size: 4,000 |
VIVENDI SE INH. E... |
8.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MDX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
1.93 |
| Time value: |
0.32 |
| Break-even: |
10.25 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.16 |
| Spread %: |
7.66% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
3.85 |
| Rho: |
0.03 |
Quote data
| Open: |
2.250 |
| High: |
2.250 |
| Low: |
2.150 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.30% |
| 1 Month |
|
|
-3.14% |
| 3 Months |
|
|
-0.46% |
| YTD |
|
|
-1.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
2.160 |
| 1M High / 1M Low: |
2.380 |
2.160 |
| 6M High / 6M Low: |
2.670 |
1.590 |
| High (YTD): |
2024-01-31 |
2.670 |
| Low (YTD): |
2024-04-30 |
1.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.70% |
| Volatility 6M: |
|
84.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
