OverviewChartNewsTraderScreen

UniCredit Call 120 SQU 18.09.2024/  DE000HC9XSA3  /

Frankfurt Zert./HVB
2024-06-06  7:30:26 PM Chg.-0.010 Bid9:20:27 AM Ask9:20:27 AM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.190
Bid Size: 150,000		 0.200
Ask Size: 150,000		 VINCI S.A. INH. EO... 120.00 - 2024-09-18 Call
 

Master data

WKN: HC9XSA
Issuer: UniCredit
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.93
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -0.62
Time value: 0.30
Break-even: 123.00
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.31
Spread abs.: 0.14
Spread %: 87.50%
Delta: 0.37
Theta: -0.03
Omega: 14.03
Rho: 0.11
 

Quote data

Open: 0.190
High: 0.210
Low: 0.170
Previous Close: 0.210
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -20.00%
3 Months
  -63.64%
YTD
  -62.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.380 0.200
6M High / 6M Low: 0.690 0.200
High (YTD): 2024-02-07 0.650
Low (YTD): 2024-06-06 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.52%
Volatility 6M:   160.17%
Volatility 1Y:   -
Volatility 3Y:   -