UC WAR. CALL 12/24 FTE/ DE000HC96D43 /
| 2024-09-20 9:45:49 PM | Chg.+0.0400 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5700EUR | +7.55% | 0.5700 Bid Size: 8,000 |
0.5900 Ask Size: 8,000 |
ORANGE INH. ... | 10.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC96D4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORANGE INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.14 |
| Parity: | 0.33 |
| Time value: | 0.26 |
| Break-even: | 11.09 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 3.51% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 12.85 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5500 |
| Previous Close: | 0.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.06% | ||
|---|---|---|---|
| 1 Month | +128.00% | ||
| 3 Months | +200.00% | ||
| YTD | -9.52% | ||
| 1 Year | -48.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.2500 |
| 6M High / 6M Low: | 0.8300 | 0.1300 |
| High (YTD): | 2024-01-23 | 1.2000 |
| Low (YTD): | 2024-06-27 | 0.1300 |
| 52W High: | 2023-12-12 | 1.2100 |
| 52W Low: | 2024-06-27 | 0.1300 |
| Avg. price 1W: | 0.5980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4682 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4089 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6585 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 180.91% | |
| Volatility 6M: | 175.92% | |
| Volatility 1Y: | 140.20% | |
| Volatility 3Y: | - |
