UC WAR. CALL 12/24 SQU/ DE000HC585H5 /
| 5/27/2024 1:45:33 PM | Chg.+0.0600 | Bid3:20:33 PM | Ask3:20:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | +6.32% | 1.0400 Bid Size: 80,000 |
1.0500 Ask Size: 80,000 |
VINCI S.A. INH. EO... | 110.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC585H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.14 |
| Parity: | 0.42 |
| Time value: | 0.56 |
| Break-even: | 119.70 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 3.19% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 8.15 |
| Rho: | 0.39 |
Quote data
| Open: | 0.9500 |
|---|---|
| High: | 1.0100 |
| Low: | 0.9500 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.48% | ||
|---|---|---|---|
| 1 Month | +14.77% | ||
| 3 Months | -16.53% | ||
| YTD | -13.68% | ||
| 1 Year | -20.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.8100 |
| 6M High / 6M Low: | 1.4200 | 0.8100 |
| High (YTD): | 2/7/2024 | 1.4200 |
| Low (YTD): | 4/30/2024 | 0.8100 |
| 52W High: | 2/7/2024 | 1.4200 |
| 52W Low: | 10/25/2023 | 0.6200 |
| Avg. price 1W: | 1.0300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0105 | |
| Avg. volume 1M: | 16.8421 | |
| Avg. price 6M: | 1.1552 | |
| Avg. volume 6M: | 5.6613 | |
| Avg. price 1Y: | 1.0136 | |
| Avg. volume 1Y: | 2.7638 | |
| Volatility 1M: | 74.42% | |
| Volatility 6M: | 87.43% | |
| Volatility 1Y: | 88.74% | |
| Volatility 3Y: | - |
