UC WAR. CALL 06/24 SQU/ DE000HC3BV70 /
2024-04-30 9:46:52 PM | Chg.-0.0300 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3400EUR | -8.11% | 0.3000 Bid Size: 15,000 |
0.3400 Ask Size: 15,000 |
VINCI S.A. INH. EO... | 110.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC3BV7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-23 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 32.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.03 |
Implied volatility: | 0.19 |
Historic volatility: | 0.14 |
Parity: | 0.03 |
Time value: | 0.32 |
Break-even: | 113.40 |
Moneyness: | 1.00 |
Premium: | 0.03 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.04 |
Spread %: | 13.33% |
Delta: | 0.56 |
Theta: | -0.04 |
Omega: | 18.06 |
Rho: | 0.08 |
Quote data
Open: | 0.3700 |
---|---|
High: | 0.4300 |
Low: | 0.3400 |
Previous Close: | 0.3700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.17% | ||
---|---|---|---|
1 Month | -65.31% | ||
3 Months | -67.92% | ||
YTD | -60.92% | ||
1 Year | -74.63% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.4800 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.3400 |
6M High / 6M Low: | 1.1600 | 0.3400 |
High (YTD): | 2024-02-07 | 1.1600 |
Low (YTD): | 2024-04-30 | 0.3400 |
52W High: | 2023-05-17 | 1.2300 |
52W Low: | 2024-04-30 | 0.3400 |
Avg. price 1W: | 0.4060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5157 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8170 | |
Avg. volume 6M: | 2.9440 | |
Avg. price 1Y: | 0.7571 | |
Avg. volume 1Y: | 5.7344 | |
Volatility 1M: | 170.24% | |
Volatility 6M: | 140.66% | |
Volatility 1Y: | 127.62% | |
Volatility 3Y: | - |