UC WAR. CALL 01/25 PHM7/ DE000HC3SP95 /
10/15/2024 9:40:55 PM | Chg.+0.0200 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1900EUR | +11.76% | 0.1800 Bid Size: 90,000 |
0.1900 Ask Size: 90,000 |
ALTRIA GRP INC. DL... | 50.00 - | 1/15/2025 | Call |
Master data
WKN: | HC3SP9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALTRIA GRP INC. DL-,333 |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 1/15/2025 |
Issue date: | 2/3/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 24.06 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.17 |
Parity: | -0.43 |
Time value: | 0.19 |
Break-even: | 51.90 |
Moneyness: | 0.91 |
Premium: | 0.14 |
Premium p.a.: | 0.66 |
Spread abs.: | 0.01 |
Spread %: | 5.56% |
Delta: | 0.36 |
Theta: | -0.02 |
Omega: | 8.74 |
Rho: | 0.04 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.1900 |
Low: | 0.1700 |
Previous Close: | 0.1700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.56% | ||
---|---|---|---|
1 Month | -44.12% | ||
3 Months | +58.33% | ||
YTD | +331.82% | ||
1 Year | +58.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2100 | 0.1700 |
---|---|---|
1M High / 1M Low: | 0.3400 | 0.1700 |
6M High / 6M Low: | 0.4600 | 0.0340 |
High (YTD): | 9/5/2024 | 0.4600 |
Low (YTD): | 3/4/2024 | 0.0130 |
52W High: | 9/5/2024 | 0.4600 |
52W Low: | 3/4/2024 | 0.0130 |
Avg. price 1W: | 0.1860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2333 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1705 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1130 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 150.41% | |
Volatility 6M: | 179.96% | |
Volatility 1Y: | 222.31% | |
Volatility 3Y: | - |