UniCredit Call 9 VVU 18.12.2024
/ DE000HC7Y5C5
UniCredit Call 9 VVU 18.12.2024/ DE000HC7Y5C5 /
2024-05-17 8:35:09 PM |
Chg.+0.08 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+5.33% |
- Bid Size: - |
- Ask Size: - |
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: |
6.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.39 |
Intrinsic value: |
1.06 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
1.06 |
Time value: |
0.51 |
Break-even: |
10.56 |
Moneyness: |
1.12 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.08 |
Spread %: |
5.41% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
4.98 |
Rho: |
0.04 |
Quote data
Open: |
1.52 |
High: |
1.59 |
Low: |
1.52 |
Previous Close: |
1.50 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.48% |
1 Month |
|
|
+30.58% |
3 Months |
|
|
-11.24% |
YTD |
|
|
-1.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.51 |
1.47 |
1M High / 1M Low: |
1.51 |
1.20 |
6M High / 6M Low: |
2.06 |
0.95 |
High (YTD): |
2024-01-30 |
2.06 |
Low (YTD): |
2024-04-30 |
1.20 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.80% |
Volatility 6M: |
|
103.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |