UC WAR. CALL 09/24 SQU/ DE000HD67Y75 /
14/08/2024 21:46:14 | Chg.- | Bid21:59:03 | Ask21:59:03 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0380EUR | - | 0.0250 Bid Size: 20,000 |
0.0560 Ask Size: 20,000 |
VINCI S.A. INH. EO... | 112.00 - | 18/09/2024 | Call |
Master data
WKN: | HD67Y7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 112.00 - |
Maturity: | 18/09/2024 |
Issue date: | 10/06/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 158.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.17 |
Parity: | -0.88 |
Time value: | 0.07 |
Break-even: | 112.65 |
Moneyness: | 0.92 |
Premium: | 0.09 |
Premium p.a.: | 1.48 |
Spread abs.: | 0.03 |
Spread %: | 91.18% |
Delta: | 0.16 |
Theta: | -0.03 |
Omega: | 25.76 |
Rho: | 0.02 |
Quote data
Open: | 0.0360 |
---|---|
High: | 0.0380 |
Low: | 0.0360 |
Previous Close: | 0.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -37.70% | ||
---|---|---|---|
1 Month | -77.65% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0610 | 0.0380 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.0380 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0470 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1186 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 361.28% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |