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: | - |
