UC WAR. CALL 09/24 G1A/ DE000HC9SQG4 /
| 10/07/2024 21:46:34 | Chg.+0.0100 | Bid21:59:18 | Ask21:59:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | +4.17% | 0.2500 Bid Size: 15,000 |
0.2700 Ask Size: 15,000 |
GEA GROUP AG | 38.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9SQG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 10/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 0.10 |
| Time value: | 0.15 |
| Break-even: | 40.50 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 8.70% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 9.95 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2300 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.88% | ||
|---|---|---|---|
| 1 Month | +25.00% | ||
| 3 Months | +8.70% | ||
| YTD | -13.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.1800 |
| 6M High / 6M Low: | 0.3500 | 0.1700 |
| High (YTD): | 22/03/2024 | 0.3500 |
| Low (YTD): | 06/06/2024 | 0.1700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2523 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2383 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 189.54% | |
| Volatility 6M: | 150.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
