UC WAR. CALL 09/24 ALV/ DE000HC9BYB5 /
| 2024-08-06 8:02:25 AM | Chg.+0.0020 | Bid8:21:22 AM | Ask8:21:22 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0540EUR | +3.85% | 0.0550 Bid Size: 20,000 |
0.0750 Ask Size: 20,000 |
ALLIANZ SE NA O.N. | 280.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9BYB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 302.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | -2.87 |
| Time value: | 0.08 |
| Break-even: | 280.83 |
| Moneyness: | 0.90 |
| Premium: | 0.12 |
| Premium p.a.: | 1.51 |
| Spread abs.: | 0.03 |
| Spread %: | 43.10% |
| Delta: | 0.09 |
| Theta: | -0.04 |
| Omega: | 28.67 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0540 |
|---|---|
| High: | 0.0540 |
| Low: | 0.0540 |
| Previous Close: | 0.0520 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -61.43% | ||
|---|---|---|---|
| 1 Month | -71.58% | ||
| 3 Months | -88.51% | ||
| YTD | -81.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.0520 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0520 |
| 6M High / 6M Low: | 1.0000 | 0.0520 |
| High (YTD): | 2024-03-28 | 1.0000 |
| Low (YTD): | 2024-08-05 | 0.0520 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0910 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1540 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3779 | |
| Avg. volume 6M: | 240.9449 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 316.72% | |
| Volatility 6M: | 252.41% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
