UniCredit Call 110 SQU 18.12.2024
/ DE000HC585H5
UniCredit Call 110 SQU 18.12.2024/ DE000HC585H5 /
7/9/2024 10:48:10 AM |
Chg.-0.020 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-4.65% |
0.410 Bid Size: 150,000 |
0.420 Ask Size: 150,000 |
VINCI S.A. INH. EO... |
110.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC585H |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
12/18/2024 |
Issue date: |
3/22/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
23.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.16 |
Parity: |
-0.44 |
Time value: |
0.45 |
Break-even: |
114.50 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
7.14% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
10.67 |
Rho: |
0.19 |
Quote data
Open: |
0.400 |
High: |
0.410 |
Low: |
0.400 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+36.67% |
1 Month |
|
|
-43.06% |
3 Months |
|
|
-57.73% |
YTD |
|
|
-64.96% |
1 Year |
|
|
-51.19% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.300 |
1M High / 1M Low: |
0.460 |
0.240 |
6M High / 6M Low: |
1.410 |
0.240 |
High (YTD): |
2/7/2024 |
1.410 |
Low (YTD): |
6/28/2024 |
0.240 |
52W High: |
2/7/2024 |
1.410 |
52W Low: |
6/28/2024 |
0.240 |
Avg. price 1W: |
|
0.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.338 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.981 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.939 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
249.40% |
Volatility 6M: |
|
141.66% |
Volatility 1Y: |
|
116.67% |
Volatility 3Y: |
|
- |