UC WAR. CALL 12/24 SQU/ DE000HD3B8H7 /
| 9/6/2024 9:46:14 PM | Chg.-0.0300 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | -9.68% | 0.2000 Bid Size: 15,000 |
0.3300 Ask Size: 15,000 |
VINCI S.A. INH. EO... | 115.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD3B8H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/4/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | -0.59 |
| Time value: | 0.33 |
| Break-even: | 118.30 |
| Moneyness: | 0.95 |
| Premium: | 0.08 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.13 |
| Spread %: | 65.00% |
| Delta: | 0.38 |
| Theta: | -0.03 |
| Omega: | 12.69 |
| Rho: | 0.11 |
Quote data
| Open: | 0.2800 |
|---|---|
| High: | 0.3100 |
| Low: | 0.2800 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.74% | ||
|---|---|---|---|
| 1 Month | +40.00% | ||
| 3 Months | -41.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.1600 |
| 6M High / 6M Low: | 1.0600 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2065 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4830 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 189.60% | |
| Volatility 6M: | 192.72% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
