UC WAR. CALL 06/25 ARRD/ DE000HC96D01 /
| 15/11/2024 21:46:12 | Chg.+0.3100 | Bid21:59:37 | Ask21:59:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9100EUR | +19.38% | 1.7700 Bid Size: 6,000 |
2.0600 Ask Size: 6,000 |
ARCELORMITTAL S.A. N... | 25.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC96D0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 11/09/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -1.47 |
| Time value: | 2.06 |
| Break-even: | 27.06 |
| Moneyness: | 0.94 |
| Premium: | 0.15 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.29 |
| Spread %: | 16.38% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 5.59 |
| Rho: | 0.06 |
Quote data
| Open: | 1.5800 |
|---|---|
| High: | 1.9700 |
| Low: | 1.5800 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.69% | ||
|---|---|---|---|
| 1 Month | +61.86% | ||
| 3 Months | +161.64% | ||
| YTD | -59.79% | ||
| 1 Year | -25.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9100 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 2.1700 | 1.0500 |
| 6M High / 6M Low: | 3.0900 | 0.6400 |
| High (YTD): | 09/02/2024 | 5.0200 |
| Low (YTD): | 10/09/2024 | 0.6400 |
| 52W High: | 09/02/2024 | 5.0200 |
| 52W Low: | 10/09/2024 | 0.6400 |
| Avg. price 1W: | 1.5880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4143 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4644 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.5440 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 213.81% | |
| Volatility 6M: | 167.18% | |
| Volatility 1Y: | 132.53% | |
| Volatility 3Y: | - |
