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UniCredit Call 10.5 FTE 18.12.202.../  DE000HC96D43  /

EUWAX
2024-09-20  8:05:25 PM Chg.+0.050 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.570EUR +9.62% -
Bid Size: -		 -
Ask Size: -		 ORANGE INH. ... 10.50 - 2024-12-18 Call
 

Master data

WKN: HC96D4
Issuer: UniCredit
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.50 -
Maturity: 2024-12-18
Issue date: 2023-09-11
Last trading day: 2024-12-17
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.36
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.33
Implied volatility: 0.16
Historic volatility: 0.14
Parity: 0.33
Time value: 0.26
Break-even: 11.09
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.70
Theta: 0.00
Omega: 12.85
Rho: 0.02
 

Quote data

Open: 0.580
High: 0.620
Low: 0.560
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.06%
1 Month  
+137.50%
3 Months  
+200.00%
YTD
  -9.52%
1 Year
  -47.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.520
1M High / 1M Low: 0.650 0.240
6M High / 6M Low: 0.820 0.100
High (YTD): 2024-01-23 1.200
Low (YTD): 2024-06-14 0.100
52W High: 2023-12-04 1.210
52W Low: 2024-06-14 0.100
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.464
Avg. volume 1M:   0.000
Avg. price 6M:   0.398
Avg. volume 6M:   0.000
Avg. price 1Y:   0.645
Avg. volume 1Y:   0.000
Volatility 1M:   185.18%
Volatility 6M:   209.88%
Volatility 1Y:   164.43%
Volatility 3Y:   -