UC WAR. CALL 12/24 TQI/ DE000HD3ZSN3 /
| 03/06/2024 17:46:36 | Chg.+0.0040 | Bid03/06/2024 | Ask03/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0500EUR | +8.70% | 0.0480 Bid Size: 100,000 |
0.0530 Ask Size: 100,000 |
TELECOM ITALIA | 0.22 - | 18/12/2024 | Call |
Master data
| WKN: | HD3ZSN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELECOM ITALIA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 0.22 - |
| Maturity: | 18/12/2024 |
| Issue date: | 21/03/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.38 |
| Parity: | 0.02 |
| Time value: | 0.03 |
| Break-even: | 0.27 |
| Moneyness: | 1.10 |
| Premium: | 0.11 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.01 |
| Spread %: | 13.95% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 3.41 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0460 |
|---|---|
| High: | 0.0500 |
| Low: | 0.0460 |
| Previous Close: | 0.0460 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.85% | ||
|---|---|---|---|
| 1 Month | +28.21% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0540 | 0.0460 |
|---|---|---|
| 1M High / 1M Low: | 0.0540 | 0.0380 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0502 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
