UC WAR. CALL 12/24 SQU/ DE000HD3B8H7 /
| 9/17/2024 9:46:04 PM | Chg.+0.0200 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | +7.69% | 0.2800 Bid Size: 15,000 |
0.3100 Ask Size: 15,000 |
VINCI S.A. INH. EO... | 115.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD3B8H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/4/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 33.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | -0.54 |
| Time value: | 0.33 |
| Break-even: | 118.30 |
| Moneyness: | 0.95 |
| Premium: | 0.08 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.13 |
| Spread %: | 65.00% |
| Delta: | 0.39 |
| Theta: | -0.03 |
| Omega: | 12.95 |
| Rho: | 0.10 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2600 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.68% | ||
|---|---|---|---|
| 1 Month | +47.37% | ||
| 3 Months | +64.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1900 |
| 6M High / 6M Low: | 1.0400 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2381 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4470 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 204.17% | |
| Volatility 6M: | 195.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
