UC WAR. CALL 09/24 IES/ DE000HC9C353 /
| 01/08/2024 19:47:19 | Chg.-0.1600 | Bid20:25:26 | Ask20:25:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | -16.16% | 0.7700 Bid Size: 6,000 |
0.8600 Ask Size: 6,000 |
INTESA SANPAOLO | 2.80 - | 18/09/2024 | Call |
Master data
| WKN: | HC9C35 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.80 - |
| Maturity: | 18/09/2024 |
| Issue date: | 20/09/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.22 |
| Parity: | 0.95 |
| Time value: | 0.06 |
| Break-even: | 3.81 |
| Moneyness: | 1.34 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.04 |
| Spread %: | 4.12% |
| Delta: | 0.91 |
| Theta: | 0.00 |
| Omega: | 3.36 |
| Rho: | 0.00 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9300 |
| Low: | 0.8300 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.75% | ||
|---|---|---|---|
| 1 Month | +1.22% | ||
| 3 Months | +13.70% | ||
| YTD | +538.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.0100 | 0.7900 |
| 6M High / 6M Low: | 1.0100 | 0.1700 |
| High (YTD): | 30/07/2024 | 1.0100 |
| Low (YTD): | 17/01/2024 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6297 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 52.66% | |
| Volatility 6M: | 109.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
