UC WAR. CALL 09/24 SNW/ DE000HC9BSS1 /
| 8/16/2024 9:45:43 PM | Chg.+0.0200 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | +11.76% | 0.1700 Bid Size: 20,000 |
0.1900 Ask Size: 20,000 |
SANOFI SA INHABER ... | 100.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9BSS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/20/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 51.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.25 |
| Parity: | -0.21 |
| Time value: | 0.19 |
| Break-even: | 101.90 |
| Moneyness: | 0.98 |
| Premium: | 0.04 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.02 |
| Spread %: | 11.76% |
| Delta: | 0.41 |
| Theta: | -0.04 |
| Omega: | 21.22 |
| Rho: | 0.03 |
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 | +18.75% | ||
|---|---|---|---|
| 1 Month | +46.15% | ||
| 3 Months | +35.71% | ||
| YTD | -26.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.2600 | 0.1200 |
| 6M High / 6M Low: | 0.2600 | 0.0670 |
| High (YTD): | 1/12/2024 | 0.4700 |
| Low (YTD): | 4/18/2024 | 0.0670 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1604 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1290 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 372.29% | |
| Volatility 6M: | 294.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
