UC WAR. CALL 09/24 IES/ DE000HC9C353 /
| 2024-05-31 9:45:03 PM | Chg.+0.0200 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | +2.33% | 0.8700 Bid Size: 14,000 |
0.9100 Ask Size: 14,000 |
INTESA SANPAOLO | 2.80 - | 2024-09-18 | Call |
Master data
| WKN: | HC9C35 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2.80 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.84 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.20 |
| Parity: | 0.81 |
| Time value: | 0.10 |
| Break-even: | 3.71 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 4.60% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 3.44 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8700 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +11.39% | ||
| 3 Months | +203.45% | ||
| YTD | +576.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.6800 |
| 6M High / 6M Low: | 0.9500 | 0.1300 |
| High (YTD): | 2024-05-17 | 0.9500 |
| Low (YTD): | 2024-01-17 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8277 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4138 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.08% | |
| Volatility 6M: | 127.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
