UC WAR. CALL 09/24 SQU/ DE000HC9XS99 /
| 16/07/2024 21:46:31 | Chg.-0.0200 | Bid21:59:25 | Ask21:59:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -8.70% | 0.1500 Bid Size: 10,000 |
0.2800 Ask Size: 10,000 |
VINCI S.A. INH. EO... | 110.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9XS9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 45.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | -0.46 |
| Time value: | 0.23 |
| Break-even: | 112.30 |
| Moneyness: | 0.96 |
| Premium: | 0.07 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.03 |
| Spread %: | 15.00% |
| Delta: | 0.36 |
| Theta: | -0.03 |
| Omega: | 16.67 |
| Rho: | 0.06 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.53% | ||
|---|---|---|---|
| 1 Month | +23.53% | ||
| 3 Months | -67.69% | ||
| YTD | -79.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1600 |
| 6M High / 6M Low: | 1.2900 | 0.1600 |
| High (YTD): | 07/02/2024 | 1.2900 |
| Low (YTD): | 17/06/2024 | 0.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7939 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 273.16% | |
| Volatility 6M: | 186.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
