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: | - |
