UC WAR. CALL 09/24 GXI/ DE000HC9D8N9 /
| 7/5/2024 9:45:20 PM | Chg.-0.0100 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | -2.17% | 0.3900 Bid Size: 12,000 |
0.4700 Ask Size: 12,000 |
GERRESHEIMER AG | 110.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9D8N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.40 |
| Parity: | -0.82 |
| Time value: | 0.47 |
| Break-even: | 114.70 |
| Moneyness: | 0.93 |
| Premium: | 0.13 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.08 |
| Spread %: | 20.51% |
| Delta: | 0.39 |
| Theta: | -0.05 |
| Omega: | 8.43 |
| Rho: | 0.07 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4300 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.76% | ||
|---|---|---|---|
| 1 Month | -44.44% | ||
| 3 Months | -50.55% | ||
| YTD | -39.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.2600 |
| 6M High / 6M Low: | 1.2900 | 0.2400 |
| High (YTD): | 3/6/2024 | 1.2900 |
| Low (YTD): | 5/22/2024 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4709 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6613 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 291.77% | |
| Volatility 6M: | 367.26% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
