UC WAR. CALL 12/24 DB1/ DE000HC3BSS4 /
| 2024-07-26 9:40:30 PM | Chg.-0.0100 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | -5.88% | 0.1400 Bid Size: 15,000 |
0.1800 Ask Size: 15,000 |
DEUTSCHE BOERSE NA O... | 220.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3BSS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BOERSE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 104.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | -3.11 |
| Time value: | 0.18 |
| Break-even: | 221.80 |
| Moneyness: | 0.86 |
| Premium: | 0.17 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.04 |
| Spread %: | 28.57% |
| Delta: | 0.15 |
| Theta: | -0.02 |
| Omega: | 16.03 |
| Rho: | 0.11 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1600 |
| Previous Close: | 0.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -48.39% | ||
| 3 Months | 0.00% | ||
| YTD | -60.98% | ||
| 1 Year | -66.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.1600 |
| 6M High / 6M Low: | 0.4200 | 0.0930 |
| High (YTD): | 2024-01-05 | 0.4800 |
| Low (YTD): | 2024-05-29 | 0.0930 |
| 52W High: | 2023-07-28 | 0.5200 |
| 52W Low: | 2024-05-29 | 0.0930 |
| Avg. price 1W: | 0.1980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2118 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2383 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2654 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 251.75% | |
| Volatility 6M: | 201.60% | |
| Volatility 1Y: | 170.87% | |
| Volatility 3Y: | - |
