UC WAR. CALL 09/24 SQU/ DE000HD21ZJ8 /
| 7/16/2024 9:45:14 PM | Chg.-0.0100 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0900EUR | -10.00% | 0.0300 Bid Size: 10,000 |
0.1600 Ask Size: 10,000 |
VINCI S.A. INH. EO... | 115.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD21ZJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 1/23/2024 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 95.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | -0.96 |
| Time value: | 0.11 |
| Break-even: | 116.10 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.03 |
| Spread %: | 37.50% |
| Delta: | 0.21 |
| Theta: | -0.02 |
| Omega: | 19.83 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0900 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.14% | ||
|---|---|---|---|
| 1 Month | +2.27% | ||
| 3 Months | -78.05% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0840 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.0810 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0954 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1050 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 312.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
