UniCredit Call 24 VNA 15.05.2024
/ DE000HD4HHX1
UniCredit Call 24 VNA 15.05.2024/ DE000HD4HHX1 /
| 2024-05-03 9:19:26 AM |
Chg.+0.260 |
Bid9:21:46 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
+7.72% |
3.630
Bid Size: 25,000 |
-
Ask Size: - |
VONOVIA SE NA O.N. |
24.00 - |
2024-05-15 |
Call |
Master data
| WKN: |
HD4HHX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VONOVIA SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-05-15 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-05-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.32 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
3.27 |
| Time value: |
0.10 |
| Break-even: |
27.37 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
7.57 |
| Rho: |
0.01 |
Quote data
| Open: |
3.630 |
| High: |
3.630 |
| Low: |
3.630 |
| Previous Close: |
3.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.42% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.370 |
2.130 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
