UC WAR. CALL 09/24 SQU/ DE000HC9XSA3 /
| 2024-05-24 9:47:08 PM | Chg.-0.0100 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -4.00% | 0.2200 Bid Size: 20,000 |
0.2500 Ask Size: 20,000 |
VINCI S.A. INH. EO... | 120.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XSA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 45.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.14 |
| Parity: | -0.59 |
| Time value: | 0.25 |
| Break-even: | 122.50 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.03 |
| Spread %: | 13.64% |
| Delta: | 0.36 |
| Theta: | -0.02 |
| Omega: | 16.46 |
| Rho: | 0.12 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2300 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | -4.00% | ||
| 3 Months | -42.86% | ||
| YTD | -54.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3100 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.2100 |
| 6M High / 6M Low: | 0.6900 | 0.2100 |
| High (YTD): | 2024-02-07 | 0.6700 |
| Low (YTD): | 2024-05-02 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4644 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.64% | |
| Volatility 6M: | 142.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
