UC WAR. CALL 09/24 DUE/ DE000HC9YT14 /
05/07/2024 21:45:53 | Chg.+0.0200 | Bid21:59:52 | Ask21:59:52 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5700EUR | +3.64% | 0.4400 Bid Size: 8,000 |
0.6400 Ask Size: 8,000 |
DUERR AG O.N. | 22.00 - | 18/09/2024 | Call |
Master data
WKN: | HC9YT1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DUERR AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.00 - |
Maturity: | 18/09/2024 |
Issue date: | 17/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 30.48 |
Leverage: | Yes |
Calculated values
Fair value: | 0.58 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.30 |
Parity: | -1.58 |
Time value: | 0.67 |
Break-even: | 22.67 |
Moneyness: | 0.93 |
Premium: | 0.11 |
Premium p.a.: | 0.66 |
Spread abs.: | 0.20 |
Spread %: | 42.55% |
Delta: | 0.35 |
Theta: | -0.01 |
Omega: | 10.77 |
Rho: | 0.01 |
Quote data
Open: | 0.5500 |
---|---|
High: | 0.6100 |
Low: | 0.5500 |
Previous Close: | 0.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.55% | ||
---|---|---|---|
1 Month | -75.11% | ||
3 Months | -63.23% | ||
YTD | -72.33% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6100 | 0.4800 |
---|---|---|
1M High / 1M Low: | 2.3300 | 0.4800 |
6M High / 6M Low: | 4.0000 | 0.4800 |
High (YTD): | 14/05/2024 | 4.0000 |
Low (YTD): | 02/07/2024 | 0.4800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1218 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8428 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 203.56% | |
Volatility 6M: | 176.94% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |