UC WAR. CALL 12/24 FTE/ DE000HC96D43 /
| 2024-07-24 9:46:56 PM | Chg.- | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | - | 0.3300 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
ORANGE INH. ... | 10.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC96D4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORANGE INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.14 |
| Parity: | -0.43 |
| Time value: | 0.29 |
| Break-even: | 10.79 |
| Moneyness: | 0.96 |
| Premium: | 0.07 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 11.54% |
| Delta: | 0.42 |
| Theta: | 0.00 |
| Omega: | 14.44 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3100 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3100 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.69% | ||
|---|---|---|---|
| 1 Month | +118.75% | ||
| 3 Months | -28.57% | ||
| YTD | -44.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1300 |
| 6M High / 6M Low: | 1.1400 | 0.1300 |
| High (YTD): | 2024-01-23 | 1.2000 |
| Low (YTD): | 2024-06-27 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2236 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5207 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 179.61% | |
| Volatility 6M: | 155.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
