UC WAR. CALL 01/25 PHM7/ DE000HC3SP95 /
13/09/2024 21:40:10 | Chg.0.0000 | Bid21:58:59 | Ask21:58:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | 0.00% | 0.3400 Bid Size: 50,000 |
0.3500 Ask Size: 50,000 |
ALTRIA GRP INC. DL... | 50.00 - | 15/01/2025 | 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: | 15/01/2025 |
Issue date: | 03/02/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.17 |
Parity: | -0.25 |
Time value: | 0.34 |
Break-even: | 53.40 |
Moneyness: | 0.95 |
Premium: | 0.12 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.02 |
Spread %: | 6.25% |
Delta: | 0.47 |
Theta: | -0.02 |
Omega: | 6.62 |
Rho: | 0.06 |
Quote data
Open: | 0.3200 |
---|---|
High: | 0.3400 |
Low: | 0.3200 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.05% | ||
---|---|---|---|
1 Month | +30.77% | ||
3 Months | +415.15% | ||
YTD | +672.73% | ||
1 Year | +142.86% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4400 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.4600 | 0.2500 |
6M High / 6M Low: | 0.4600 | 0.0340 |
High (YTD): | 05/09/2024 | 0.4600 |
Low (YTD): | 04/03/2024 | 0.0130 |
52W High: | 05/09/2024 | 0.4600 |
52W Low: | 04/03/2024 | 0.0130 |
Avg. price 1W: | 0.3980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3465 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1400 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1029 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 101.36% | |
Volatility 6M: | 178.09% | |
Volatility 1Y: | 220.63% | |
Volatility 3Y: | - |