UC WAR. CALL 09/24 IES/ DE000HC9C353 /
| 7/8/2024 9:46:20 PM | Chg.+0.0200 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8200EUR | +2.50% | 0.7900 Bid Size: 14,000 |
0.8300 Ask Size: 14,000 |
INTESA SANPAOLO | 2.80 - | 9/18/2024 | Call |
Master data
| WKN: | HC9C35 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.80 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/20/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.21 |
| Parity: | 0.75 |
| Time value: | 0.08 |
| Break-even: | 3.63 |
| Moneyness: | 1.27 |
| Premium: | 0.02 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 5.06% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 3.73 |
| Rho: | 0.00 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8400 |
| Low: | 0.8000 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -3.53% | ||
| 3 Months | +41.38% | ||
| YTD | +530.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.5900 |
| 6M High / 6M Low: | 0.9500 | 0.1500 |
| High (YTD): | 5/17/2024 | 0.9500 |
| Low (YTD): | 1/17/2024 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7510 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5284 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.86% | |
| Volatility 6M: | 125.72% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
