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: | 27.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.14 |
| Parity: | 0.06 |
| Time value: | 0.34 |
| Break-even: | 114.00 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.04 |
| Spread %: | 11.11% |
| Delta: | 0.57 |
| Theta: | -0.04 |
| Omega: | 15.77 |
| 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 | -30.61% | ||
|---|---|---|---|
| 1 Month | -65.31% | ||
| 3 Months | -66.00% | ||
| YTD | -60.92% | ||
| 1 Year | -74.63% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.3700 |
| 6M High / 6M Low: | 1.1600 | 0.3700 |
| High (YTD): | 2024-02-07 | 1.1600 |
| Low (YTD): | 2024-04-29 | 0.3700 |
| 52W High: | 2023-05-17 | 1.2300 |
| 52W Low: | 2024-04-29 | 0.3700 |
| Avg. price 1W: | 0.4360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5245 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8152 | |
| Avg. volume 6M: | 2.9206 | |
| Avg. price 1Y: | 0.7587 | |
| Avg. volume 1Y: | 5.7569 | |
| Volatility 1M: | 174.14% | |
| Volatility 6M: | 140.95% | |
| Volatility 1Y: | 127.63% | |
| Volatility 3Y: | - |
