UC WAR. CALL 06/25 MTX/ DE000HC7Y682 /
9/6/2024 9:41:21 PM | Chg.0.0000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5700EUR | 0.00% | 0.4200 Bid Size: 8,000 |
0.6900 Ask Size: 8,000 |
MTU AERO ENGINES NA ... | 350.00 - | 6/18/2025 | Call |
Master data
WKN: | HC7Y68 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 - |
Maturity: | 6/18/2025 |
Issue date: | 7/10/2023 |
Last trading day: | 6/17/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 38.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.55 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.27 |
Parity: | -8.25 |
Time value: | 0.69 |
Break-even: | 356.90 |
Moneyness: | 0.76 |
Premium: | 0.33 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.27 |
Spread %: | 64.29% |
Delta: | 0.20 |
Theta: | -0.04 |
Omega: | 7.91 |
Rho: | 0.37 |
Quote data
Open: | 0.5500 |
---|---|
High: | 0.6900 |
Low: | 0.5500 |
Previous Close: | 0.5700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.94% | ||
---|---|---|---|
1 Month | -3.39% | ||
3 Months | +119.23% | ||
YTD | +103.57% | ||
1 Year | -25.97% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6100 | 0.5600 |
---|---|---|
1M High / 1M Low: | 0.7100 | 0.5500 |
6M High / 6M Low: | 0.7400 | 0.1700 |
High (YTD): | 7/31/2024 | 0.7400 |
Low (YTD): | 6/26/2024 | 0.1700 |
52W High: | 9/8/2023 | 0.7700 |
52W Low: | 10/20/2023 | 0.1200 |
Avg. price 1W: | 0.5840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6264 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4095 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3493 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 92.71% | |
Volatility 6M: | 168.99% | |
Volatility 1Y: | 211.89% | |
Volatility 3Y: | - |