UC WAR. CALL 09/24 SQU/ DE000HC9XS99 /
7/16/2024 9:46:31 PM | Chg.-0.0200 | Bid9:59:25 PM | Ask9:59:25 PM | 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 - | 9/18/2024 | 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: | 9/18/2024 |
Issue date: | 10/17/2023 |
Last trading day: | 9/17/2024 |
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): | 2/7/2024 | 1.2900 |
Low (YTD): | 6/17/2024 | 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: | - |