UC WAR. CALL 06/24 IES/ DE000HC3T9E4 /
| 5/13/2024 11:46:19 AM | Chg.- | Bid1:03:54 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | - | 0.4200 Bid Size: 90,000 |
- Ask Size: - |
INTESA SANPAOLO | 3.20 - | 6/19/2024 | Call |
Master data
| WKN: | HC3T9E |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.20 - |
| Maturity: | 6/19/2024 |
| Issue date: | 2/6/2023 |
| Last trading day: | 5/13/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.21 |
| Parity: | 0.35 |
| Time value: | 0.08 |
| Break-even: | 3.63 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.78 |
| Theta: | 0.00 |
| Omega: | 6.48 |
| Rho: | 0.00 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4200 |
| Low: | 0.4000 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +13.51% | ||
| 3 Months | +976.92% | ||
| YTD | +2110.53% | ||
| 1 Year | +1900.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2900 |
| 6M High / 6M Low: | 0.4200 | 0.0190 |
| High (YTD): | 5/13/2024 | 0.4200 |
| Low (YTD): | 2/20/2024 | 0.0220 |
| 52W High: | 5/13/2024 | 0.4200 |
| 52W Low: | 10/20/2023 | 0.0070 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.3764 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1101 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0628 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 208.74% | |
| Volatility 6M: | 253.87% | |
| Volatility 1Y: | 269.10% | |
| Volatility 3Y: | - |
