UC WAR. CALL 12/24 IES/ DE000HC30UY1 /
| 6/10/2024 3:45:25 PM | Chg.-0.0300 | Bid4:16:57 PM | Ask4:16:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -10.00% | 0.2700 Bid Size: 150,000 |
0.2800 Ask Size: 150,000 |
INTESA SANPAOLO | 3.50 - | 12/18/2024 | Call |
Master data
| WKN: | HC30UY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.21 |
| Parity: | 0.09 |
| Time value: | 0.22 |
| Break-even: | 3.81 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 14.81% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 7.38 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2700 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.59% | ||
|---|---|---|---|
| 1 Month | +8.00% | ||
| 3 Months | +246.15% | ||
| YTD | +831.03% | ||
| 1 Year | +1127.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.2500 |
| 6M High / 6M Low: | 0.3400 | 0.0280 |
| High (YTD): | 6/3/2024 | 0.3400 |
| Low (YTD): | 1/17/2024 | 0.0310 |
| 52W High: | 6/3/2024 | 0.3400 |
| 52W Low: | 10/20/2023 | 0.0100 |
| Avg. price 1W: | 0.3060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1267 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0747 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 147.76% | |
| Volatility 6M: | 158.82% | |
| Volatility 1Y: | 184.67% | |
| Volatility 3Y: | - |
