UniCredit Call 90 SNW 19.06.2024
/ DE000HC30Z04
UniCredit Call 90 SNW 19.06.2024/ DE000HC30Z04 /
03/06/2024 16:51:28 |
Chg.+0.010 |
Bid17:29:22 |
Ask17:29:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
90.00 - |
19/06/2024 |
Call |
Master data
WKN: |
HC30Z0 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
19/06/2024 |
Issue date: |
11/01/2023 |
Last trading day: |
18/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
49.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.25 |
Parity: |
-0.02 |
Time value: |
0.18 |
Break-even: |
91.80 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.02 |
Spread %: |
12.50% |
Delta: |
0.50 |
Theta: |
-0.06 |
Omega: |
25.05 |
Rho: |
0.02 |
Quote data
Open: |
0.084 |
High: |
0.140 |
Low: |
0.075 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.65% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-36.36% |
YTD |
|
|
-73.08% |
1 Year |
|
|
-88.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.075 |
1M High / 1M Low: |
0.430 |
0.075 |
6M High / 6M Low: |
0.890 |
0.075 |
High (YTD): |
12/01/2024 |
0.890 |
Low (YTD): |
29/05/2024 |
0.075 |
52W High: |
12/10/2023 |
1.760 |
52W Low: |
29/05/2024 |
0.075 |
Avg. price 1W: |
|
0.115 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.222 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.354 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.786 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
351.67% |
Volatility 6M: |
|
291.56% |
Volatility 1Y: |
|
232.52% |
Volatility 3Y: |
|
- |