UniCredit Call 100 SQU 18.09.2024
/ DE000HC9XS81
UniCredit Call 100 SQU 18.09.2024/ DE000HC9XS81 /
| 31/07/2024 19:34:47 |
Chg.-0.110 |
Bid31/07/2024 |
Ask31/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-13.10% |
0.730
Bid Size: 20,000 |
0.750
Ask Size: 20,000 |
VINCI S.A. INH. EO... |
100.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XS8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
0.21 |
| Break-even: |
108.70 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
9.40 |
| Rho: |
0.10 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.730 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+58.70% |
| 3 Months |
|
|
-44.70% |
| YTD |
|
|
-57.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.670 |
| 1M High / 1M Low: |
0.960 |
0.550 |
| 6M High / 6M Low: |
2.100 |
0.460 |
| High (YTD): |
07/02/2024 |
2.100 |
| Low (YTD): |
28/06/2024 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.31% |
| Volatility 6M: |
|
155.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
