UC WAR. CALL 12/24 SQU/ DE000HC30ZX2 /
| 2024-10-10 9:46:34 PM | Chg.- | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | - | 0.9400 Bid Size: 8,000 |
0.9700 Ask Size: 8,000 |
VINCI S.A. INH. EO... | 100.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC30ZX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.88 |
|---|---|
| Intrinsic value: | 0.76 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | 0.76 |
| Time value: | 0.22 |
| Break-even: | 109.70 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 3.19% |
| Delta: | 0.78 |
| Theta: | -0.03 |
| Omega: | 8.67 |
| Rho: | 0.14 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9400 |
| Low: | 0.9000 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.08% | ||
|---|---|---|---|
| 1 Month | -24.80% | ||
| 3 Months | +4.44% | ||
| YTD | -48.35% | ||
| 1 Year | -31.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.6000 |
| 6M High / 6M Low: | 1.9800 | 0.6000 |
| High (YTD): | 2024-02-07 | 2.1800 |
| Low (YTD): | 2024-10-03 | 0.6000 |
| 52W High: | 2024-02-07 | 2.1800 |
| 52W Low: | 2024-10-03 | 0.6000 |
| Avg. price 1W: | 0.8520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9995 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1640 | |
| Avg. volume 6M: | 3.0769 | |
| Avg. price 1Y: | 1.4602 | |
| Avg. volume 1Y: | 3.5156 | |
| Volatility 1M: | 202.13% | |
| Volatility 6M: | 149.18% | |
| Volatility 1Y: | 116.72% | |
| Volatility 3Y: | - |
