UC WAR. CALL 06/24 SQU/ DE000HD03349 /
| 2024-04-30 9:45:26 PM | Chg.-0.0400 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | -5.48% | 0.6500 Bid Size: 10,000 |
0.6900 Ask Size: 10,000 |
VINCI S.A. INH. EO... | 105.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HD0334 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.56 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.14 |
| Parity: | 0.56 |
| Time value: | 0.20 |
| Break-even: | 112.60 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 5.56% |
| Delta: | 0.76 |
| Theta: | -0.04 |
| Omega: | 11.02 |
| Rho: | 0.10 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.8000 |
| Low: | 0.6900 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.77% | ||
|---|---|---|---|
| 1 Month | -52.41% | ||
| 3 Months | -51.06% | ||
| YTD | -43.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 0.7300 |
| 6M High / 6M Low: | 1.6000 | 0.6500 |
| High (YTD): | 2024-02-07 | 1.6000 |
| Low (YTD): | 2024-04-29 | 0.7300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9220 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1953 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.57% | |
| Volatility 6M: | 110.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
