UC WAR. CALL 09/24 DWS/ DE000HC9D6R4 /
2024-07-26 9:46:35 PM | Chg.+0.1400 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5000EUR | +38.89% | 0.4200 Bid Size: 8,000 |
0.7400 Ask Size: 8,000 |
DWS GROUP GMBH+CO.KG... | 36.0357 EUR | 2024-09-18 | Call |
Master data
WKN: | HC9D6R |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DWS GROUP GMBH+CO.KGAA ON |
Type: | Warrant |
Option type: | Call |
Strike price: | 36.04 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-09-21 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1.11 |
Exercise type: | American |
Quanto: | - |
Gearing: | 50.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.59 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.25 |
Parity: | -2.55 |
Time value: | 0.74 |
Break-even: | 36.70 |
Moneyness: | 0.94 |
Premium: | 0.09 |
Premium p.a.: | 0.79 |
Spread abs.: | 0.32 |
Spread %: | 76.19% |
Delta: | 0.30 |
Theta: | -0.01 |
Omega: | 15.43 |
Rho: | 0.01 |
Quote data
Open: | 0.3600 |
---|---|
High: | 0.5000 |
Low: | 0.3600 |
Previous Close: | 0.3600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.70% | ||
---|---|---|---|
1 Month | -45.05% | ||
3 Months | -79.08% | ||
YTD | -57.63% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5000 | 0.3100 |
---|---|---|
1M High / 1M Low: | 1.2000 | 0.3100 |
6M High / 6M Low: | 4.0900 | 0.3100 |
High (YTD): | 2024-06-03 | 4.0900 |
Low (YTD): | 2024-07-24 | 0.3100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6629 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8960 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 260.38% | |
Volatility 6M: | 191.43% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |