UC WAR. CALL 12/24 IES/ DE000HC30UY1 /
| 2024-05-03 9:45:00 PM | Chg.-0.0700 | Bid2024-05-03 | Ask2024-05-03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | -25.93% | - Bid Size: 30,000 |
- Ask Size: 30,000 |
INTESA SANPAOLO | 3.50 EUR | 2024-12-18 | Call |
Master data
| WKN: | HC30UY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTESA SANPAOLO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.21 |
| Parity: | -0.04 |
| Time value: | 0.21 |
| Break-even: | 3.71 |
| Moneyness: | 0.99 |
| Premium: | 0.07 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.01 |
| Spread %: | 5.00% |
| Delta: | 0.57 |
| Theta: | 0.00 |
| Omega: | 9.33 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2000 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | +25.00% | ||
| 3 Months | +412.82% | ||
| YTD | +589.66% | ||
| 1 Year | +566.67% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.1300 |
| 6M High / 6M Low: | 0.2700 | 0.0230 |
| High (YTD): | 2024-05-02 | 0.2700 |
| Low (YTD): | 2024-01-17 | 0.0310 |
| 52W High: | 2024-05-02 | 0.2700 |
| 52W Low: | 2023-10-20 | 0.0100 |
| Avg. price 1W: | 0.2325 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1819 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0747 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0486 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 186.90% | |
| Volatility 6M: | 154.22% | |
| Volatility 1Y: | 190.90% | |
| Volatility 3Y: | - |
