UC WAR. CALL 12/24 TQI/ DE000HD4RVF8 /
| 2024-05-22 11:46:04 AM | Chg.0.0000 | Bid2024-05-22 | Ask2024-05-22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0140EUR | 0.00% | 0.0120 Bid Size: 700,000 |
0.0170 Ask Size: 700,000 |
TELECOM ITALIA | 0.32 - | 2024-12-18 | Call |
Master data
| WKN: | HD4RVF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELECOM ITALIA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 0.32 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.38 |
| Parity: | -0.07 |
| Time value: | 0.02 |
| Break-even: | 0.34 |
| Moneyness: | 0.77 |
| Premium: | 0.38 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.01 |
| Spread %: | 50.00% |
| Delta: | 0.34 |
| Theta: | 0.00 |
| Omega: | 4.62 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0140 |
|---|---|
| High: | 0.0140 |
| Low: | 0.0140 |
| Previous Close: | 0.0140 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | +40.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0140 | 0.0120 |
|---|---|---|
| 1M High / 1M Low: | 0.0140 | 0.0100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0130 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 55.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
