UniCredit Call 9 VVU 18.12.2024
/ DE000HC7Y5C5
UniCredit Call 9 VVU 18.12.2024/ DE000HC7Y5C5 /
| 2024-05-21 7:38:47 PM |
Chg.-0.080 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-5.19% |
1.450
Bid Size: 6,000 |
1.530
Ask Size: 6,000 |
VIVENDI SE INH. E... |
9.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7Y5C |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VIVENDI SE INH. EO 5,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-10 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.13 |
| Time value: |
0.48 |
| Break-even: |
10.60 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.08 |
| Spread %: |
5.26% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
4.97 |
| Rho: |
0.04 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.450 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
+11.45% |
| 3 Months |
|
|
-12.05% |
| YTD |
|
|
-9.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.480 |
| 1M High / 1M Low: |
1.580 |
1.210 |
| 6M High / 6M Low: |
1.920 |
0.940 |
| High (YTD): |
2024-01-31 |
1.920 |
| Low (YTD): |
2024-04-30 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.42% |
| Volatility 6M: |
|
104.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
