UC WAR. CALL 09/24 AG1/ DE000HC9N3F4 /
| 23/07/2024 11:45:24 | Chg.+0.0300 | Bid12:59:11 | Ask12:59:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | +3.61% | 0.8000 Bid Size: 12,000 |
0.8200 Ask Size: 12,000 |
AUTO1 GROUP SE INH ... | 7.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9N3F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AUTO1 GROUP SE INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 03/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.84 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.59 |
| Parity: | 0.29 |
| Time value: | 0.70 |
| Break-even: | 7.99 |
| Moneyness: | 1.04 |
| Premium: | 0.10 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.35 |
| Spread %: | 54.69% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 4.56 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8600 |
| Low: | 0.8300 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +53.57% | ||
|---|---|---|---|
| 1 Month | +132.43% | ||
| 3 Months | +352.63% | ||
| YTD | -18.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.3000 |
| 6M High / 6M Low: | 1.2800 | 0.0140 |
| High (YTD): | 14/05/2024 | 1.2800 |
| Low (YTD): | 05/03/2024 | 0.0140 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4710 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3576 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 330.08% | |
| Volatility 6M: | 479.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
