UniCredit Call 480 MUV2 15.01.2025
/ DE000HD9SLB5
UniCredit Call 480 MUV2 15.01.202.../ DE000HD9SLB5 /
| 16/12/2024 11:32:09 |
Chg.+0.320 |
Bid21:59:10 |
Ask11:35:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.390EUR |
+7.86% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
480.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD9SLB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
23/10/2024 |
| Last trading day: |
16/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.20 |
| Parity: |
2.40 |
| Time value: |
2.06 |
| Break-even: |
524.60 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
10.44 |
| Spread abs.: |
0.11 |
| Spread %: |
2.53% |
| Delta: |
0.65 |
| Theta: |
-2.48 |
| Omega: |
7.37 |
| Rho: |
0.05 |
Quote data
| Open: |
3.870 |
| High: |
4.390 |
| Low: |
3.870 |
| Previous Close: |
4.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+47.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.390 |
1.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
945.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |