UC WAR. CALL 12/24 SQU/ DE000HC30ZX2 /
| 10/11/2024 9:00:43 AM | Chg.-0.0500 | Bid9:29:35 AM | Ask9:29:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | -5.32% | 0.8900 Bid Size: 60,000 |
0.9000 Ask Size: 60,000 |
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: | 11.09 |
| 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: | 0.8900 |
|---|---|
| High: | 0.8900 |
| Low: | 0.8900 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.58% | ||
|---|---|---|---|
| 1 Month | -28.80% | ||
| 3 Months | -1.11% | ||
| YTD | -51.10% | ||
| 1 Year | -35.51% | ||
| 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): | 2/7/2024 | 2.1800 |
| Low (YTD): | 10/3/2024 | 0.6000 |
| 52W High: | 2/7/2024 | 2.1800 |
| 52W Low: | 10/3/2024 | 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: | - |
