UC WAR. CALL 12/24 SQU/ DE000HC585H5 /
| 8/2/2024 9:45:00 AM | Chg.0.0000 | Bid11:00:11 AM | Ask11:00:11 AM | 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 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 3/22/2023 |
| Last trading day: | 12/17/2024 |
| 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): | 2/7/2024 | 1.4200 |
| Low (YTD): | 6/28/2024 | 0.2800 |
| 52W High: | 2/7/2024 | 1.4200 |
| 52W Low: | 6/28/2024 | 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: | - |
