UC WAR. CALL 06/24 BOY/ DE000HC9VPQ9 /
| 05/06/2024 13:47:12 | Chg.- | Bid14:24:43 | Ask05/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0550EUR | - | 0.0470 Bid Size: 90,000 |
- Ask Size: 90,000 |
BCO BIL.VIZ.ARG.NOM.... | 10.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC9VPQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 12/10/2023 |
| Last trading day: | 05/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 194.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.24 |
| Parity: | -0.66 |
| Time value: | 0.05 |
| Break-even: | 10.05 |
| Moneyness: | 0.93 |
| Premium: | 0.08 |
| Premium p.a.: | 82.00 |
| Spread abs.: | 0.05 |
| Spread %: | 4,700.00% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 30.46 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0470 |
|---|---|
| High: | 0.0550 |
| Low: | 0.0370 |
| Previous Close: | 0.0470 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -78.85% | ||
| 3 Months | -90.68% | ||
| YTD | -29.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.0470 |
| 6M High / 6M Low: | 1.1400 | 0.0230 |
| High (YTD): | 29/04/2024 | 1.1400 |
| Low (YTD): | 29/01/2024 | 0.0230 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.2634 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3670 | |
| Avg. volume 6M: | 30.1500 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 440.42% | |
| Volatility 6M: | 437.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
