UniCredit Call 26 VVD 19.06.2024
/ DE000HD0Y0N8
UniCredit Call 26 VVD 19.06.2024/ DE000HD0Y0N8 /
| 2024-05-23 10:22:57 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VEOLIA ENVIRONNE. EO... |
26.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD0Y0N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-05-23 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.70 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.17 |
| Parity: |
4.70 |
| Time value: |
0.07 |
| Break-even: |
30.77 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.27 |
| Spread %: |
6.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
6.29 |
| Rho: |
0.01 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
4.87 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+37.57% |
| YTD |
|
|
+28.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.87 |
3.34 |
| 6M High / 6M Low: |
4.87 |
2.06 |
| High (YTD): |
2024-05-22 |
4.87 |
| Low (YTD): |
2024-04-16 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.81% |
| Volatility 6M: |
|
121.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
