UC WAR. CALL 09/24 TNE5/ DE000HC9XSS5 /
| 5/29/2024 9:45:03 AM | Chg.+0.0100 | Bid10:14:58 AM | Ask10:14:58 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | +3.85% | 0.2700 Bid Size: 60,000 |
0.2800 Ask Size: 60,000 |
TELEFONICA INH. ... | 4.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XSS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.21 |
| Implied volatility: | 0.10 |
| Historic volatility: | 0.19 |
| Parity: | 0.21 |
| Time value: | 0.06 |
| Break-even: | 4.27 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 12.50% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 13.82 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2600 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | -20.59% | ||
| 3 Months | +107.69% | ||
| YTD | +175.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2000 |
| 6M High / 6M Low: | 0.3500 | 0.0660 |
| High (YTD): | 5/7/2024 | 0.3500 |
| Low (YTD): | 2/16/2024 | 0.0660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2629 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1812 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 208.49% | |
| Volatility 6M: | 179.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
