UC WAR. CALL 09/24 ALV/ DE000HC9BYA7 /
22/08/2024 11:41:05 | Chg.- | Bid13:16:43 | Ask22/08/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3400EUR | - | 2.2900 Bid Size: 50,000 |
- Ask Size: 50,000 |
ALLIANZ SE NA O.N. | 250.00 - | 18/09/2024 | Call |
Master data
WKN: | HC9BYA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALLIANZ SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 18/09/2024 |
Issue date: | 20/09/2023 |
Last trading day: | 22/08/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.74 |
Leverage: | Yes |
Calculated values
Fair value: | 3.31 |
---|---|
Intrinsic value: | 3.29 |
Implied volatility: | - |
Historic volatility: | 0.15 |
Parity: | 3.29 |
Time value: | -0.88 |
Break-even: | 274.10 |
Moneyness: | 1.13 |
Premium: | -0.03 |
Premium p.a.: | -0.81 |
Spread abs.: | 0.20 |
Spread %: | 9.05% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 2.2000 |
---|---|
High: | 2.3400 |
Low: | 2.2000 |
Previous Close: | 2.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +120.75% | ||
3 Months | +61.38% | ||
YTD | +118.69% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.3400 | 1.0000 |
6M High / 6M Low: | 3.0500 | 0.6100 |
High (YTD): | 27/03/2024 | 3.0500 |
Low (YTD): | 06/08/2024 | 0.6100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.7311 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8773 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 166.17% | |
Volatility 6M: | 172.90% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |