UC WAR. CALL 12/24 TQI/ DE000HD3NCT0 /
| 2024-05-15 7:46:48 PM | Chg.+0.0030 | Bid8:00:25 PM | Ask8:00:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0330EUR | +10.00% | 0.0310 Bid Size: 70,000 |
0.0360 Ask Size: 70,000 |
TELECOM ITALIA | 0.25 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3NCT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELECOM ITALIA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 0.25 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.38 |
| Parity: | -0.01 |
| Time value: | 0.05 |
| Break-even: | 0.30 |
| Moneyness: | 0.95 |
| Premium: | 0.28 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.02 |
| Spread %: | 82.76% |
| Delta: | 0.60 |
| Theta: | 0.00 |
| Omega: | 2.68 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0330 |
| Low: | 0.0300 |
| Previous Close: | 0.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.22% | ||
|---|---|---|---|
| 1 Month | +10.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0300 | 0.0270 |
|---|---|---|
| 1M High / 1M Low: | 0.0300 | 0.0260 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0276 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0274 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
