UC WAR. CALL 06/25 MTX/ DE000HC96D19 /
| 2024-10-11 8:00:33 AM | Chg.-0.190 | Bid8:36:50 AM | Ask8:36:50 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.020EUR | -2.06% | 9.030 Bid Size: 2,000 |
9.440 Ask Size: 2,000 |
MTU AERO ENGINES NA ... | 200.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC96D1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.96 |
|---|---|
| Intrinsic value: | 8.49 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.21 |
| Parity: | 8.49 |
| Time value: | 0.84 |
| Break-even: | 293.30 |
| Moneyness: | 1.42 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.17 |
| Spread %: | 1.86% |
| Delta: | 0.91 |
| Theta: | -0.04 |
| Omega: | 2.79 |
| Rho: | 1.14 |
Quote data
| Open: | 9.020 |
|---|---|
| High: | 9.020 |
| Low: | 9.020 |
| Previous Close: | 9.210 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.96% | ||
|---|---|---|---|
| 1 Month | +8.28% | ||
| 3 Months | +50.84% | ||
| YTD | +235.32% | ||
| 1 Year | +390.22% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.290 | 8.960 |
|---|---|---|
| 1M High / 1M Low: | 9.290 | 7.850 |
| 6M High / 6M Low: | 9.290 | 3.650 |
| High (YTD): | 2024-10-09 | 9.290 |
| Low (YTD): | 2024-01-03 | 2.670 |
| 52W High: | 2024-10-09 | 9.290 |
| 52W Low: | 2023-10-20 | 1.620 |
| Avg. price 1W: | 9.174 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.802 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.284 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.823 | |
| Avg. volume 1Y: | 3.125 | |
| Volatility 1M: | 52.65% | |
| Volatility 6M: | 74.42% | |
| Volatility 1Y: | 78.30% | |
| Volatility 3Y: | - |
