UniCredit Call 90 SNW 19.06.2024/  DE000HC30Z04  /

Frankfurt Zert./HVB
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:   -