OverviewChartNewsTraderScreen

UniCredit Call 120 SQU 18.12.2024/  DE000HC30ZY0  /

EUWAX
2024-06-25  10:18:11 AM Chg.-0.020 Bid11:07:40 AM Ask11:07:40 AM Underlying Strike price Expiration date Option type
0.140EUR -12.50% 0.130
Bid Size: 150,000		 0.140
Ask Size: 150,000		 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: 57.17
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -1.71
Time value: 0.18
Break-even: 121.80
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.21
Theta: -0.02
Omega: 12.15
Rho: 0.10
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+133.33%
1 Month
  -65.85%
3 Months
  -73.58%
YTD
  -79.71%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.060
1M High / 1M Low: 0.470 0.060
6M High / 6M Low: 0.840 0.060
High (YTD): 2024-02-07 0.840
Low (YTD): 2024-06-18 0.060
52W High: 2024-02-07 0.840
52W Low: 2024-06-18 0.060
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.545
Avg. volume 6M:   0.000
Avg. price 1Y:   0.530
Avg. volume 1Y:   117.647
Volatility 1M:   500.77%
Volatility 6M:   225.30%
Volatility 1Y:   174.52%
Volatility 3Y:   -