UC WAR. CALL 12/24 IES/ DE000HC30UX3 /
| 8/1/2024 11:46:04 AM | Chg.-0.0900 | Bid11:54:58 AM | Ask11:54:58 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7300EUR | -10.98% | 0.7300 Bid Size: 100,000 |
0.7400 Ask Size: 100,000 |
INTESA SANPAOLO | 3.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC30UX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.22 |
| Parity: | 0.75 |
| Time value: | 0.09 |
| Break-even: | 3.84 |
| Moneyness: | 1.25 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 5.00% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 3.96 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7500 |
| Low: | 0.7300 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.95% | ||
|---|---|---|---|
| 1 Month | +8.96% | ||
| 3 Months | +30.36% | ||
| YTD | +693.48% | ||
| 1 Year | +668.42% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.6300 |
| 6M High / 6M Low: | 0.8600 | 0.1200 |
| High (YTD): | 7/30/2024 | 0.8600 |
| Low (YTD): | 1/17/2024 | 0.1100 |
| 52W High: | 7/30/2024 | 0.8600 |
| 52W Low: | 10/20/2023 | 0.0390 |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 50 | |
| Avg. price 1M: | 0.7161 | |
| Avg. volume 1M: | 17.3913 | |
| Avg. price 6M: | 0.4880 | |
| Avg. volume 6M: | 5.5118 | |
| Avg. price 1Y: | 0.2839 | |
| Avg. volume 1Y: | 2.7344 | |
| Volatility 1M: | 70.62% | |
| Volatility 6M: | 118.73% | |
| Volatility 1Y: | 135.58% | |
| Volatility 3Y: | - |
