UniCredit Call 110 SQU 18.09.2024
/ DE000HC9XS99
UniCredit Call 110 SQU 18.09.2024/ DE000HC9XS99 /
| 2024-05-23 4:00:22 PM |
Chg.-0.060 |
Bid4:26:00 PM |
Ask4:26:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-6.98% |
0.800
Bid Size: 80,000 |
0.810
Ask Size: 80,000 |
VINCI S.A. INH. EO... |
110.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XS9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.14 |
| Parity: |
0.52 |
| Time value: |
0.47 |
| Break-even: |
119.90 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.14 |
| Spread %: |
16.47% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
8.03 |
| Rho: |
0.23 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.800 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.98% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
-20.79% |
| YTD |
|
|
-22.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.860 |
| 1M High / 1M Low: |
1.000 |
0.610 |
| 6M High / 6M Low: |
1.270 |
0.610 |
| High (YTD): |
2024-02-07 |
1.270 |
| Low (YTD): |
2024-04-30 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.983 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.04% |
| Volatility 6M: |
|
109.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
