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UniCredit Call 3 IES 18.12.2024/  DE000HC30UX3  /

EUWAX
2024-08-05  5:48:24 PM Chg.-0.030 Bid6:57:13 PM Ask6:57:13 PM Underlying Strike price Expiration date Option type
0.510EUR -5.56% 0.510
Bid Size: 35,000		 0.530
Ask Size: 35,000		 INTESA SANPAOLO 3.00 - 2024-12-18 Call
 

Master data

WKN: HC30UX
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.44
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.44
Time value: 0.12
Break-even: 3.56
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 5.66%
Delta: 0.81
Theta: 0.00
Omega: 4.99
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.510
Low: 0.360
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.08%
1 Month
  -19.05%
3 Months  
+2.00%
YTD  
+460.44%
1 Year  
+553.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.540
1M High / 1M Low: 0.850 0.540
6M High / 6M Low: 0.850 0.110
High (YTD): 2024-07-30 0.850
Low (YTD): 2024-02-13 0.110
52W High: 2024-07-30 0.850
52W Low: 2023-10-25 0.035
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.698
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   0.000
Avg. price 1Y:   0.284
Avg. volume 1Y:   629.921
Volatility 1M:   170.78%
Volatility 6M:   142.60%
Volatility 1Y:   155.95%
Volatility 3Y:   -