UC WAR. CALL 12/24 IES/ DE000HC30UY1 /
| 2024-05-17 9:46:24 PM | Chg.+0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | +6.25% | 0.3200 Bid Size: 20,000 |
0.3600 Ask Size: 20,000 |
INTESA SANPAOLO | 3.50 - | 2024-12-18 | Call |
Master data
| WKN: | HC30UY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.27 |
| Implied volatility: | 0.10 |
| Historic volatility: | 0.21 |
| Parity: | 0.27 |
| Time value: | 0.09 |
| Break-even: | 3.86 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 12.50% |
| Delta: | 0.90 |
| Theta: | 0.00 |
| Omega: | 9.45 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3200 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +36.00% | ||
|---|---|---|---|
| 1 Month | +112.50% | ||
| 3 Months | +930.30% | ||
| YTD | +1072.41% | ||
| 1 Year | +1033.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.1600 |
| 6M High / 6M Low: | 0.3400 | 0.0280 |
| High (YTD): | 2024-05-17 | 0.3400 |
| Low (YTD): | 2024-01-17 | 0.0310 |
| 52W High: | 2024-05-17 | 0.3400 |
| 52W Low: | 2023-10-20 | 0.0100 |
| Avg. price 1W: | 0.3100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2490 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0949 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0581 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 181.71% | |
| Volatility 6M: | 154.93% | |
| Volatility 1Y: | 188.18% | |
| Volatility 3Y: | - |
