UC WAR. CALL 06/24 TQI/ DE000HD3NCR4 /
| 2024-05-31 9:46:52 AM | Chg.-0.0020 | Bid11:25:01 AM | Ask11:25:01 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0290EUR | -6.45% | 0.0260 Bid Size: 300,000 |
0.0310 Ask Size: 300,000 |
TELECOM ITALIA | 0.22 EUR | 2024-06-19 | Call |
Master data
| WKN: | HD3NCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELECOM ITALIA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 0.22 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-03-13 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 1.42 |
| Historic volatility: | 0.38 |
| Parity: | 0.03 |
| Time value: | 0.02 |
| Break-even: | 0.27 |
| Moneyness: | 1.13 |
| Premium: | 0.07 |
| Premium p.a.: | 2.82 |
| Spread abs.: | 0.03 |
| Spread %: | 113.64% |
| Delta: | 0.71 |
| Theta: | 0.00 |
| Omega: | 3.76 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0310 |
|---|---|
| High: | 0.0310 |
| Low: | 0.0290 |
| Previous Close: | 0.0310 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.45% | ||
|---|---|---|---|
| 1 Month | +38.10% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0360 | 0.0310 |
|---|---|---|
| 1M High / 1M Low: | 0.0360 | 0.0190 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0332 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 118.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
