UC WAR. CALL 09/24 FOO/ DE000HC9K8A7 /
2024-08-29 9:42:00 PM | Chg.-0.040 | Bid9:59:47 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.340EUR | -0.74% | 5.160 Bid Size: 6,000 |
- Ask Size: - |
SALESFORCE INC. DL... | 200.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9K8A |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SALESFORCE INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-09-28 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.35 |
Leverage: | Yes |
Calculated values
Fair value: | 3.32 |
---|---|
Intrinsic value: | 3.27 |
Implied volatility: | 1.72 |
Historic volatility: | 0.30 |
Parity: | 3.27 |
Time value: | 2.08 |
Break-even: | 253.50 |
Moneyness: | 1.16 |
Premium: | 0.09 |
Premium p.a.: | 3.76 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.72 |
Theta: | -0.80 |
Omega: | 3.13 |
Rho: | 0.06 |
Quote data
Open: | 6.090 |
---|---|
High: | 6.430 |
Low: | 5.340 |
Previous Close: | 5.380 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.38% | ||
---|---|---|---|
1 Month | -7.13% | ||
3 Months | -24.04% | ||
YTD | -24.15% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.920 | 5.320 |
---|---|---|
1M High / 1M Low: | 5.920 | 3.940 |
6M High / 6M Low: | 11.420 | 2.410 |
High (YTD): | 2024-03-01 | 11.420 |
Low (YTD): | 2024-05-30 | 2.410 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.634 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.220 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.777 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 113.53% | |
Volatility 6M: | 151.90% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |