UC WAR. CALL 09/24 TNE5/ DE000HC9XSS5 /
| 31/05/2024 17:46:39 | Chg.+0.0200 | Bid18:14:58 | Ask18:14:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | +6.90% | 0.3000 Bid Size: 15,000 |
0.3100 Ask Size: 15,000 |
TELEFONICA INH. ... | 4.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9XSS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.19 |
| Parity: | 0.26 |
| Time value: | 0.09 |
| Break-even: | 4.35 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.11 |
| Spread %: | 45.83% |
| Delta: | 0.80 |
| Theta: | 0.00 |
| Omega: | 9.78 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3100 |
| Low: | 0.2900 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +40.91% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +138.46% | ||
| YTD | +216.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2000 |
| 6M High / 6M Low: | 0.3500 | 0.0660 |
| High (YTD): | 07/05/2024 | 0.3500 |
| Low (YTD): | 16/02/2024 | 0.0660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1824 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.03% | |
| Volatility 6M: | 179.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
