UC WAR. CALL 12/24 SQU/ DE000HC30ZZ7 /
| 17/05/2024 21:46:29 | Chg.-0.0110 | Bid21:59:10 | Ask21:59:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0750EUR | -12.79% | 0.0580 Bid Size: 20,000 |
0.0930 Ask Size: 20,000 |
VINCI S.A. INH. EO... | 140.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC30ZZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 123.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.14 |
| Parity: | -2.50 |
| Time value: | 0.09 |
| Break-even: | 140.93 |
| Moneyness: | 0.82 |
| Premium: | 0.22 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.04 |
| Spread %: | 60.34% |
| Delta: | 0.12 |
| Theta: | -0.01 |
| Omega: | 15.19 |
| Rho: | 0.08 |
Quote data
| Open: | 0.0860 |
|---|---|
| High: | 0.0860 |
| Low: | 0.0750 |
| Previous Close: | 0.0860 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | -2.60% | ||
| 3 Months | -25.00% | ||
| YTD | -62.50% | ||
| 1 Year | -81.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0930 | 0.0750 |
|---|---|---|
| 1M High / 1M Low: | 0.1000 | 0.0560 |
| 6M High / 6M Low: | 0.2700 | 0.0560 |
| High (YTD): | 26/01/2024 | 0.2300 |
| Low (YTD): | 29/04/2024 | 0.0560 |
| 52W High: | 19/05/2023 | 0.4000 |
| 52W Low: | 29/04/2024 | 0.0560 |
| Avg. price 1W: | 0.0874 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0761 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1540 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1696 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 158.14% | |
| Volatility 6M: | 149.35% | |
| Volatility 1Y: | 137.71% | |
| Volatility 3Y: | - |
