UC WAR. CALL 09/24 DB1/ DE000HC9C080 /
30/08/2024 21:41:27 | Chg.0.0000 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4800EUR | 0.00% | 0.4800 Bid Size: 10,000 |
0.5000 Ask Size: 10,000 |
DEUTSCHE BOERSE NA O... | 200.00 - | 18/09/2024 | Call |
Master data
WKN: | HC9C08 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DEUTSCHE BOERSE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 18/09/2024 |
Issue date: | 20/09/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 39.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.17 |
Historic volatility: | 0.15 |
Parity: | 0.30 |
Time value: | 0.21 |
Break-even: | 205.10 |
Moneyness: | 1.02 |
Premium: | 0.01 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.08 |
Spread %: | 18.60% |
Delta: | 0.67 |
Theta: | -0.09 |
Omega: | 26.81 |
Rho: | 0.07 |
Quote data
Open: | 0.4600 |
---|---|
High: | 0.5000 |
Low: | 0.4200 |
Previous Close: | 0.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +92.00% | ||
---|---|---|---|
1 Month | +182.35% | ||
3 Months | +166.67% | ||
YTD | -28.36% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4800 | 0.2400 |
---|---|---|
1M High / 1M Low: | 0.4800 | 0.0540 |
6M High / 6M Low: | 0.7400 | 0.0540 |
High (YTD): | 19/01/2024 | 0.7500 |
Low (YTD): | 06/08/2024 | 0.0540 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1890 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3070 | |
Avg. volume 6M: | 10.8527 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 373.73% | |
Volatility 6M: | 297.65% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |