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: |
|
- |