UC WAR. CALL 09/24 EOAN/ DE000HC9C1F1 /
2024-08-30 9:41:55 PM | Chg.+0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1400EUR | +27.27% | 0.1200 Bid Size: 15,000 |
0.1500 Ask Size: 15,000 |
E.ON SE NA O.N. | 13.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9C1F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | E.ON SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-09-20 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 115.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.18 |
Parity: | -0.30 |
Time value: | 0.11 |
Break-even: | 13.11 |
Moneyness: | 0.98 |
Premium: | 0.03 |
Premium p.a.: | 0.84 |
Spread abs.: | 0.02 |
Spread %: | 22.22% |
Delta: | 0.32 |
Theta: | -0.01 |
Omega: | 36.61 |
Rho: | 0.00 |
Quote data
Open: | 0.0900 |
---|---|
High: | 0.1500 |
Low: | 0.0900 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.27% | ||
---|---|---|---|
1 Month | -65.85% | ||
3 Months | -60.00% | ||
YTD | -69.57% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.4100 | 0.0450 |
6M High / 6M Low: | 0.6700 | 0.0450 |
High (YTD): | 2024-05-16 | 0.6700 |
Low (YTD): | 2024-08-15 | 0.0450 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1338 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3216 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 471.52% | |
Volatility 6M: | 284.28% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |