UC WAR. CALL 12/24 SQU/ DE000HC585H5 /
2024-05-10 9:46:31 PM | Chg.- | Bid9:59:16 PM | Ask9:59:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1500EUR | - | 1.1500 Bid Size: 12,000 |
1.1800 Ask Size: 12,000 |
VINCI S.A. INH. EO... | 110.00 EUR | 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 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2023-03-22 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.80 |
Leverage: | Yes |
Calculated values
Fair value: | 1.01 |
---|---|
Intrinsic value: | 0.56 |
Implied volatility: | 0.20 |
Historic volatility: | 0.14 |
Parity: | 0.56 |
Time value: | 0.62 |
Break-even: | 121.80 |
Moneyness: | 1.05 |
Premium: | 0.05 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.03 |
Spread %: | 2.61% |
Delta: | 0.71 |
Theta: | -0.02 |
Omega: | 6.92 |
Rho: | 0.42 |
Quote data
Open: | 1.1100 |
---|---|
High: | 1.2100 |
Low: | 1.1100 |
Previous Close: | 1.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +29.21% | ||
---|---|---|---|
1 Month | +35.29% | ||
3 Months | +10.58% | ||
YTD | -1.71% | ||
1 Year | -14.81% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1500 | 0.8900 |
---|---|---|
1M High / 1M Low: | 1.1500 | 0.8100 |
6M High / 6M Low: | 1.4200 | 0.8100 |
High (YTD): | 2024-02-07 | 1.4200 |
Low (YTD): | 2024-04-30 | 0.8100 |
52W High: | 2023-05-19 | 1.4500 |
52W Low: | 2023-10-25 | 0.6200 |
Avg. price 1W: | 1.0200 | |
Avg. volume 1W: | 64 | |
Avg. price 1M: | 0.9079 | |
Avg. volume 1M: | 36.9474 | |
Avg. price 6M: | 1.1464 | |
Avg. volume 6M: | 5.6613 | |
Avg. price 1Y: | 1.0245 | |
Avg. volume 1Y: | 2.7638 | |
Volatility 1M: | 69.24% | |
Volatility 6M: | 88.67% | |
Volatility 1Y: | 88.55% | |
Volatility 3Y: | - |