UniCredit Call 100 SNW 18.09.2024
/ DE000HC9BSS1
UniCredit Call 100 SNW 18.09.2024/ DE000HC9BSS1 /
| 8/16/2024 6:11:52 PM |
Chg.+0.020 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+11.76% |
0.190
Bid Size: 45,000 |
0.200
Ask Size: 45,000 |
SANOFI SA INHABER ... |
100.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9BSS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
9/20/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
51.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
-0.21 |
| Time value: |
0.19 |
| Break-even: |
101.90 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
11.76% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
21.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
+58.33% |
| 3 Months |
|
|
+46.15% |
| YTD |
|
|
-26.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.280 |
0.110 |
| 6M High / 6M Low: |
0.280 |
0.060 |
| High (YTD): |
1/12/2024 |
0.450 |
| Low (YTD): |
6/19/2024 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.77% |
| Volatility 6M: |
|
338.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
