UC WAR. CALL 09/24 SQU/ DE000HD0TV71 /
| 2024-06-06 1:46:46 PM | Chg.-0.0120 | Bid2:42:48 PM | Ask2:42:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0880EUR | -12.00% | 0.0860 Bid Size: 150,000 |
0.0930 Ask Size: 150,000 |
VINCI S.A. INH. EO... | 125.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0TV7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 63.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.15 |
| Parity: | -1.12 |
| Time value: | 0.18 |
| Break-even: | 126.80 |
| Moneyness: | 0.91 |
| Premium: | 0.11 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.14 |
| Spread %: | 350.00% |
| Delta: | 0.25 |
| Theta: | -0.02 |
| Omega: | 15.69 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0810 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.67% | ||
|---|---|---|---|
| 1 Month | -26.67% | ||
| 3 Months | -70.67% | ||
| YTD | -76.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1000 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.0950 |
| 6M High / 6M Low: | 0.5000 | 0.0950 |
| High (YTD): | 2024-02-07 | 0.4500 |
| Low (YTD): | 2024-05-29 | 0.0950 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2821 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 216.24% | |
| Volatility 6M: | 169.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
