UC WAR. CALL 06/25 ARRD/ DE000HC96D01 /
| 2024-09-10 3:45:47 PM | Chg.-0.0700 | Bid3:57:22 PM | Ask3:57:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | -9.59% | 0.6400 Bid Size: 70,000 |
0.6500 Ask Size: 70,000 |
ARCELORMITTAL S.A. N... | 25.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC96D0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.25 |
| Parity: | -1.47 |
| Time value: | 0.75 |
| Break-even: | 25.75 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.05 |
| Spread %: | 7.14% |
| Delta: | 0.41 |
| Theta: | 0.00 |
| Omega: | 12.83 |
| Rho: | 0.07 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.7100 |
| Low: | 0.6400 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.71% | ||
|---|---|---|---|
| 1 Month | -21.43% | ||
| 3 Months | -72.84% | ||
| YTD | -86.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.0200 | 0.6600 |
| 6M High / 6M Low: | 4.1800 | 0.6600 |
| High (YTD): | 2024-02-09 | 5.0200 |
| Low (YTD): | 2024-08-14 | 0.6600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8252 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1881 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.22% | |
| Volatility 6M: | 117.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
