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UniCredit Call 3.5 IES 18.12.2024/  DE000HC30UY1  /

EUWAX
2024-09-26  9:56:41 AM Chg.+0.030 Bid8:14:09 PM Ask8:14:09 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 INTESA SANPAOLO 3.50 - 2024-12-18 Call
 

Master data

WKN: HC30UY
Issuer: UniCredit
Currency: EUR
Underlying: INTESA SANPAOLO
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 2024-12-18
Issue date: 2023-01-11
Last trading day: 2024-09-26
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 10.79
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.28
Implied volatility: 0.22
Historic volatility: 0.21
Parity: 0.28
Time value: 0.07
Break-even: 3.85
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.80
Theta: 0.00
Omega: 8.66
Rho: 0.01
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.330
Turnover: -
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+28.57%
3 Months  
+38.46%
YTD  
+1185.71%
1 Year  
+2150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.370 0.270
6M High / 6M Low: 0.410 0.070
High (YTD): 2024-07-30 0.410
Low (YTD): 2024-02-13 0.027
52W High: 2024-07-30 0.410
52W Low: 2023-10-27 0.010
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.325
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.147
Avg. volume 1Y:   0.000
Volatility 1M:   148.27%
Volatility 6M:   331.42%
Volatility 1Y:   270.81%
Volatility 3Y:   -