UC WAR. CALL 09/24 IES/  DE000HC9C353  /

gettex
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:   -