UC WAR. CALL 06/24 IES/ DE000HC3MB63 /
| 5/10/2024 1:45:29 PM | Chg.- | Bid2:25:32 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | - | 0.7900 Bid Size: 90,000 |
- Ask Size: - |
INTESA SANPAOLO | 2.80 - | 6/19/2024 | Call |
Master data
| WKN: | HC3MB6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.80 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/30/2023 |
| Last trading day: | 5/13/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.76 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.86 |
| Historic volatility: | 0.21 |
| Parity: | 0.75 |
| Time value: | 0.06 |
| Break-even: | 3.61 |
| Moneyness: | 1.27 |
| Premium: | 0.02 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.88 |
| Theta: | 0.00 |
| Omega: | 3.86 |
| Rho: | 0.00 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7800 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +5.26% | ||
| 3 Months | +247.83% | ||
| YTD | +724.74% | ||
| 1 Year | +1279.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.6800 |
| 6M High / 6M Low: | 0.8100 | 0.0900 |
| High (YTD): | 5/8/2024 | 0.8100 |
| Low (YTD): | 1/17/2024 | 0.1200 |
| 52W High: | 5/8/2024 | 0.8100 |
| 52W Low: | 10/20/2023 | 0.0370 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7667 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3219 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1854 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 121.17% | |
| Volatility 6M: | 151.48% | |
| Volatility 1Y: | 164.20% | |
| Volatility 3Y: | - |
