UC WAR. CALL 12/24 TNE5/ DE000HC7MD91 /
10/07/2024 11:46:27 | Chg.+0.0090 | Bid13:34:00 | Ask13:34:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0550EUR | +19.57% | 0.0570 Bid Size: 125,000 |
0.0620 Ask Size: 125,000 |
TELEFONICA INH. ... | 4.50 - | 18/12/2024 | Call |
Master data
WKN: | HC7MD9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TELEFONICA INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.50 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 67.81 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.19 |
Parity: | -0.57 |
Time value: | 0.06 |
Break-even: | 4.56 |
Moneyness: | 0.87 |
Premium: | 0.16 |
Premium p.a.: | 0.40 |
Spread abs.: | 0.03 |
Spread %: | 75.76% |
Delta: | 0.21 |
Theta: | 0.00 |
Omega: | 14.05 |
Rho: | 0.00 |
Quote data
Open: | 0.0460 |
---|---|
High: | 0.0550 |
Low: | 0.0460 |
Previous Close: | 0.0460 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.77% | ||
---|---|---|---|
1 Month | -60.71% | ||
3 Months | +3.77% | ||
YTD | +14.58% | ||
1 Year | -50.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0540 | 0.0460 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0460 |
6M High / 6M Low: | 0.1800 | 0.0380 |
High (YTD): | 04/06/2024 | 0.1800 |
Low (YTD): | 16/02/2024 | 0.0380 |
52W High: | 20/09/2023 | 0.2100 |
52W Low: | 16/02/2024 | 0.0380 |
Avg. price 1W: | 0.0512 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0721 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0818 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.0968 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 181.77% | |
Volatility 6M: | 184.09% | |
Volatility 1Y: | 176.78% | |
Volatility 3Y: | - |