UC WAR. CALL 12/24 SQU/ DE000HC585H5 /
| 2024-06-06 9:46:42 PM | Chg.-0.0300 | Bid9:59:13 PM | Ask9:59:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | -3.19% | 0.9000 Bid Size: 12,000 |
0.9300 Ask Size: 12,000 |
VINCI S.A. INH. EO... | 110.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC585H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.15 |
| Parity: | 0.38 |
| Time value: | 0.64 |
| Break-even: | 120.20 |
| Moneyness: | 1.03 |
| Premium: | 0.06 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.14 |
| Spread %: | 15.91% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 7.41 |
| Rho: | 0.35 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 0.9100 |
| Low: | 0.8500 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.08% | ||
|---|---|---|---|
| 1 Month | +2.25% | ||
| 3 Months | -24.17% | ||
| YTD | -22.22% | ||
| 1 Year | -18.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.8900 |
| 6M High / 6M Low: | 1.4200 | 0.8100 |
| High (YTD): | 2024-02-07 | 1.4200 |
| Low (YTD): | 2024-04-30 | 0.8100 |
| 52W High: | 2024-02-07 | 1.4200 |
| 52W Low: | 2023-10-25 | 0.6200 |
| Avg. price 1W: | 0.9660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0283 | |
| Avg. volume 1M: | 13.9130 | |
| Avg. price 6M: | 1.1434 | |
| Avg. volume 6M: | 5.6160 | |
| Avg. price 1Y: | 1.0083 | |
| Avg. volume 1Y: | 2.7422 | |
| Volatility 1M: | 95.79% | |
| Volatility 6M: | 89.66% | |
| Volatility 1Y: | 90.18% | |
| Volatility 3Y: | - |
