UniCredit Call 27.5 VVD 19.06.2024
/ DE000HD570R5
UniCredit Call 27.5 VVD 19.06.202.../ DE000HD570R5 /
| 2024-05-17 7:40:25 PM |
Chg.+0.010 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
+0.31% |
3.280
Bid Size: 1,000 |
3.440
Ask Size: 1,000 |
VEOLIA ENVIRONNE. EO... |
27.50 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD570R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VEOLIA ENVIRONNE. EO 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
3.12 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
3.12 |
| Time value: |
0.32 |
| Break-even: |
30.94 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.16 |
| Spread %: |
4.88% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
7.71 |
| Rho: |
0.02 |
Quote data
| Open: |
3.260 |
| High: |
3.310 |
| Low: |
3.050 |
| Previous Close: |
3.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.010 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.858 |
| 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: |
|
- |
