UC WAR. CALL 12/24 SQU/ DE000HC585H5 /
02/08/2024 09:45:00 | Chg.0.0000 | Bid11:00:11 | Ask11:00:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3200EUR | 0.00% | 0.3200 Bid Size: 80,000 |
0.3400 Ask Size: 80,000 |
VINCI S.A. INH. EO... | 110.00 - | 18/12/2024 | Call |
Master data
WKN: | HC585H |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 - |
Maturity: | 18/12/2024 |
Issue date: | 22/03/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.17 |
Parity: | -0.69 |
Time value: | 0.36 |
Break-even: | 113.60 |
Moneyness: | 0.94 |
Premium: | 0.10 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.07 |
Spread %: | 24.14% |
Delta: | 0.38 |
Theta: | -0.02 |
Omega: | 11.01 |
Rho: | 0.14 |
Quote data
Open: | 0.2800 |
---|---|
High: | 0.3200 |
Low: | 0.2800 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -42.86% | ||
---|---|---|---|
1 Month | +3.23% | ||
3 Months | -60.98% | ||
YTD | -72.65% | ||
1 Year | -59.49% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5600 | 0.3200 |
---|---|---|
1M High / 1M Low: | 0.5600 | 0.3100 |
6M High / 6M Low: | 1.4200 | 0.2800 |
High (YTD): | 07/02/2024 | 1.4200 |
Low (YTD): | 28/06/2024 | 0.2800 |
52W High: | 07/02/2024 | 1.4200 |
52W Low: | 28/06/2024 | 0.2800 |
Avg. price 1W: | 0.4400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4161 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8647 | |
Avg. volume 6M: | 5.5276 | |
Avg. price 1Y: | 0.9098 | |
Avg. volume 1Y: | 2.7422 | |
Volatility 1M: | 256.55% | |
Volatility 6M: | 171.17% | |
Volatility 1Y: | 132.87% | |
Volatility 3Y: | - |