UC WAR. CALL 12/24 SQU/ DE000HC30ZX2 /
| 8/1/2024 9:45:37 PM | Chg.- | Bid9:53:14 PM | Ask9:53:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | - Bid Size: 6,000 |
- Ask Size: 6,000 |
VINCI S.A. INH. EO... | 100.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | 0.31 |
| Time value: | 0.56 |
| Break-even: | 108.70 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.15 |
| Spread %: | 20.83% |
| Delta: | 0.64 |
| Theta: | -0.03 |
| Omega: | 7.61 |
| Rho: | 0.22 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.8900 |
| Low: | 0.7900 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.48% | ||
|---|---|---|---|
| 1 Month | +6.76% | ||
| 3 Months | -47.33% | ||
| YTD | -56.59% | ||
| 1 Year | -36.80% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1700 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.7400 |
| 6M High / 6M Low: | 2.1800 | 0.6400 |
| High (YTD): | 2/7/2024 | 2.1800 |
| Low (YTD): | 6/28/2024 | 0.6400 |
| 52W High: | 2/7/2024 | 2.1800 |
| 52W Low: | 6/28/2024 | 0.6400 |
| Avg. price 1W: | 0.9920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9487 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5228 | |
| Avg. volume 6M: | 3.1496 | |
| Avg. price 1Y: | 1.5163 | |
| Avg. volume 1Y: | 3.5156 | |
| Volatility 1M: | 175.30% | |
| Volatility 6M: | 128.07% | |
| Volatility 1Y: | 101.89% | |
| Volatility 3Y: | - |
