UC WAR. CALL 12/24 SQU/ DE000HC30ZY0 /
10/11/2024 9:45:41 PM | Chg.-0.0100 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0680EUR | -12.82% | 0.0100 Bid Size: 15,000 |
0.2600 Ask Size: 15,000 |
VINCI S.A. INH. EO... | 120.00 - | 12/18/2024 | Call |
Master data
WKN: | HC30ZY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 12/18/2024 |
Issue date: | 1/11/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 41.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.18 |
Parity: | -1.24 |
Time value: | 0.26 |
Break-even: | 122.60 |
Moneyness: | 0.90 |
Premium: | 0.14 |
Premium p.a.: | 1.03 |
Spread abs.: | 0.25 |
Spread %: | 2,500.00% |
Delta: | 0.28 |
Theta: | -0.04 |
Omega: | 11.44 |
Rho: | 0.05 |
Quote data
Open: | 0.0500 |
---|---|
High: | 0.0690 |
Low: | 0.0500 |
Previous Close: | 0.0780 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.25% | ||
---|---|---|---|
1 Month | -47.69% | ||
3 Months | -54.67% | ||
YTD | -90.14% | ||
1 Year | -84.55% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0900 | 0.0670 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0450 |
6M High / 6M Low: | 0.5900 | 0.0450 |
High (YTD): | 2/7/2024 | 0.8400 |
Low (YTD): | 10/3/2024 | 0.0450 |
52W High: | 12/11/2023 | 0.8500 |
52W Low: | 10/3/2024 | 0.0450 |
Avg. price 1W: | 0.0744 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0922 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2231 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4260 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 288.58% | |
Volatility 6M: | 233.46% | |
Volatility 1Y: | 181.69% | |
Volatility 3Y: | - |