UC WAR. CALL 09/24 DUE/ DE000HC9YT14 /
2024-08-30 9:46:01 PM | Chg.+0.0110 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0120EUR | +1100.00% | 0.0100 Bid Size: 10,000 |
0.4000 Ask Size: 10,000 |
DUERR AG O.N. | 22.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9YT1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DUERR AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 49.38 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.65 |
Historic volatility: | 0.31 |
Parity: | -2.25 |
Time value: | 0.40 |
Break-even: | 22.40 |
Moneyness: | 0.90 |
Premium: | 0.13 |
Premium p.a.: | 11.85 |
Spread abs.: | 0.39 |
Spread %: | 3,900.00% |
Delta: | 0.25 |
Theta: | -0.03 |
Omega: | 12.47 |
Rho: | 0.00 |
Quote data
Open: | 0.0010 |
---|---|
High: | 0.0120 |
Low: | 0.0010 |
Previous Close: | 0.0010 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.00% | ||
---|---|---|---|
1 Month | -96.13% | ||
3 Months | -99.53% | ||
YTD | -99.42% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0120 | 0.0010 |
---|---|---|
1M High / 1M Low: | 0.4400 | 0.0010 |
6M High / 6M Low: | 4.0000 | 0.0010 |
High (YTD): | 2024-05-14 | 4.0000 |
Low (YTD): | 2024-08-29 | 0.0010 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0032 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0755 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.4471 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 14,061.88% | |
Volatility 6M: | 5,777.24% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |