UC WAR. CALL 06/24 SQU/ DE000HC3BV70 /
| 5/21/2024 11:46:38 AM | Chg.-0.0800 | Bid5/21/2024 | Ask5/21/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | -12.90% | 0.5300 Bid Size: 70,000 |
0.5400 Ask Size: 70,000 |
VINCI S.A. INH. EO... | 110.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC3BV7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 1/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.55 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.14 |
| Parity: | 0.55 |
| Time value: | 0.08 |
| Break-even: | 116.30 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 5.00% |
| Delta: | 0.85 |
| Theta: | -0.03 |
| Omega: | 15.59 |
| Rho: | 0.07 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5400 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.94% | ||
|---|---|---|---|
| 1 Month | +22.73% | ||
| 3 Months | -31.65% | ||
| YTD | -37.93% | ||
| 1 Year | -55.74% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.3400 |
| 6M High / 6M Low: | 1.1600 | 0.3400 |
| High (YTD): | 2/7/2024 | 1.1600 |
| Low (YTD): | 5/2/2024 | 0.3400 |
| 52W High: | 5/22/2023 | 1.1700 |
| 52W Low: | 5/2/2024 | 0.3400 |
| Avg. price 1W: | 0.6760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5265 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8191 | |
| Avg. volume 6M: | 2.9677 | |
| Avg. price 1Y: | 0.7258 | |
| Avg. volume 1Y: | 5.7569 | |
| Volatility 1M: | 156.16% | |
| Volatility 6M: | 144.97% | |
| Volatility 1Y: | 132.85% | |
| Volatility 3Y: | - |
