UC WAR. CALL 09/24 ASG/ DE000HC9XPR3 /
| 2024-08-16 9:45:45 PM | Chg.+0.0100 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +5.00% | 0.1700 Bid Size: 10,000 |
0.2500 Ask Size: 10,000 |
GENERALI | 24.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 59.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.15 |
| Parity: | -1.32 |
| Time value: | 0.38 |
| Break-even: | 24.38 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 1.22 |
| Spread abs.: | 0.32 |
| Spread %: | 533.33% |
| Delta: | 0.30 |
| Theta: | -0.01 |
| Omega: | 17.83 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1600 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1600 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +75.00% | ||
|---|---|---|---|
| 1 Month | -55.32% | ||
| 3 Months | -78.35% | ||
| YTD | +90.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.1100 |
| 6M High / 6M Low: | 0.9900 | 0.1100 |
| High (YTD): | 2024-05-20 | 0.9900 |
| Low (YTD): | 2024-08-13 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3861 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4819 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 404.45% | |
| Volatility 6M: | 268.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
