UC WAR. CALL 12/24 SQU/ DE000HC30ZY0 /
| 2024-09-27 11:46:17 AM | Chg.+0.0100 | Bid12:13:22 PM | Ask12:13:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +10.00% | 0.1200 Bid Size: 100,000 |
0.1300 Ask Size: 100,000 |
VINCI S.A. INH. EO... | 120.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC30ZY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 91.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.17 |
| Parity: | -1.03 |
| Time value: | 0.12 |
| Break-even: | 121.20 |
| Moneyness: | 0.91 |
| Premium: | 0.10 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.03 |
| Spread %: | 33.33% |
| Delta: | 0.21 |
| Theta: | -0.02 |
| Omega: | 19.26 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0700 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0700 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | +10.00% | ||
| 3 Months | -8.33% | ||
| YTD | -84.06% | ||
| 1 Year | -75.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0920 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.0920 |
| 6M High / 6M Low: | 0.7600 | 0.0830 |
| High (YTD): | 2024-02-07 | 0.8400 |
| Low (YTD): | 2024-08-14 | 0.0830 |
| 52W High: | 2023-12-11 | 0.8500 |
| 52W Low: | 2024-08-14 | 0.0830 |
| Avg. price 1W: | 0.1024 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1270 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2650 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4423 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 229.34% | |
| Volatility 6M: | 210.64% | |
| Volatility 1Y: | 167.30% | |
| Volatility 3Y: | - |
