UC WAR. CALL 09/24 DWS/ DE000HC9D6R4 /
2024-09-02 9:45:08 AM | Chg.-0.1700 | Bid10:47:24 AM | Ask10:47:24 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | -51.52% | 0.2500 Bid Size: 20,000 |
0.3200 Ask Size: 20,000 |
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: | 77.52 |
Leverage: | Yes |
Calculated values
Fair value: | 0.39 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.26 |
Parity: | -1.24 |
Time value: | 0.50 |
Break-even: | 36.49 |
Moneyness: | 0.97 |
Premium: | 0.04 |
Premium p.a.: | 1.72 |
Spread abs.: | 0.33 |
Spread %: | 194.12% |
Delta: | 0.33 |
Theta: | -0.03 |
Omega: | 25.34 |
Rho: | 0.00 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1600 |
Low: | 0.1400 |
Previous Close: | 0.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -55.56% | ||
---|---|---|---|
1 Month | -57.89% | ||
3 Months | -95.09% | ||
YTD | -86.44% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3600 | 0.2900 |
---|---|---|
1M High / 1M Low: | 0.5400 | 0.1000 |
6M High / 6M Low: | 4.0900 | 0.1000 |
High (YTD): | 2024-06-03 | 4.0900 |
Low (YTD): | 2024-08-05 | 0.1000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3695 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6928 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 955.17% | |
Volatility 6M: | 421.86% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |