UC WAR. CALL 09/24 ASG/ DE000HC9XPR3 /
8/16/2024 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 | 9/18/2024 | Call |
Master data
WKN: | HC9XPR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GENERALI |
Type: | Warrant |
Option type: | Call |
Strike price: | 24.00 EUR |
Maturity: | 9/18/2024 |
Issue date: | 10/17/2023 |
Last trading day: | 9/17/2024 |
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): | 5/20/2024 | 0.9900 |
Low (YTD): | 8/13/2024 | 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: | - |