UC WAR. CALL 08/24 IES/ DE000HD5SCC0 /
2024-07-31 1:45:52 PM | Chg.-0.0090 | Bid2:04:54 PM | Ask2024-07-31 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0070EUR | -56.25% | 0.0070 Bid Size: 225,000 |
- Ask Size: 225,000 |
INTESA SANPAOLO | 4.00 - | 2024-08-14 | Call |
Master data
WKN: | HD5SCC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | INTESA SANPAOLO |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.00 - |
Maturity: | 2024-08-14 |
Issue date: | 2024-05-22 |
Last trading day: | 2024-07-31 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 97.37 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.22 |
Parity: | -0.20 |
Time value: | 0.04 |
Break-even: | 4.04 |
Moneyness: | 0.95 |
Premium: | 0.06 |
Premium p.a.: | 3.99 |
Spread abs.: | 0.04 |
Spread %: | 3,800.00% |
Delta: | 0.25 |
Theta: | 0.00 |
Omega: | 24.36 |
Rho: | 0.00 |
Quote data
Open: | 0.0070 |
---|---|
High: | 0.0100 |
Low: | 0.0070 |
Previous Close: | 0.0160 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -56.25% | ||
---|---|---|---|
1 Month | -58.82% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0160 | 0.0080 |
---|---|---|
1M High / 1M Low: | 0.0170 | 0.0080 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0128 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0136 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 404.27% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |