UC WAR. CALL 12/24 DB1/ DE000HC3BSS4 /
04/10/2024 21:40:13 | Chg.-0.0900 | Bid21:59:23 | Ask21:59:23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3800EUR | -19.15% | 0.2200 Bid Size: 10,000 |
0.5600 Ask Size: 10,000 |
DEUTSCHE BOERSE NA O... | 220.00 - | 18/12/2024 | 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: | 18/12/2024 |
Issue date: | 23/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 37.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.15 |
Parity: | -1.09 |
Time value: | 0.56 |
Break-even: | 225.60 |
Moneyness: | 0.95 |
Premium: | 0.08 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.34 |
Spread %: | 154.55% |
Delta: | 0.37 |
Theta: | -0.07 |
Omega: | 13.75 |
Rho: | 0.14 |
Quote data
Open: | 0.4500 |
---|---|
High: | 0.4500 |
Low: | 0.3600 |
Previous Close: | 0.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.00% | ||
---|---|---|---|
1 Month | +11.76% | ||
3 Months | +111.11% | ||
YTD | -7.32% | ||
1 Year | +80.95% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4700 | 0.3800 |
---|---|---|
1M High / 1M Low: | 0.4700 | 0.2600 |
6M High / 6M Low: | 0.4700 | 0.0900 |
High (YTD): | 05/01/2024 | 0.4800 |
Low (YTD): | 09/08/2024 | 0.0900 |
52W High: | 05/01/2024 | 0.4800 |
52W Low: | 09/08/2024 | 0.0900 |
Avg. price 1W: | 0.4260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3748 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2185 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2586 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 266.07% | |
Volatility 6M: | 239.32% | |
Volatility 1Y: | 195.87% | |
Volatility 3Y: | - |