UC WAR. CALL 09/24 MCHA/ DE000HC9XQ75 /
| 8/15/2024 9:45:48 AM | Chg.+0.0500 | Bid9:52:38 AM | Ask9:52:38 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | +7.14% | 0.7500 Bid Size: 12,000 |
0.7700 Ask Size: 12,000 |
Cie Generale des Eta... | 35.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XQ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 54.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.17 |
| Parity: | -0.95 |
| Time value: | 0.63 |
| Break-even: | 35.63 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.10 |
| Spread %: | 18.87% |
| Delta: | 0.38 |
| Theta: | -0.01 |
| Omega: | 20.69 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.7500 |
| Low: | 0.6500 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.17% | ||
|---|---|---|---|
| 1 Month | -46.04% | ||
| 3 Months | -72.32% | ||
| YTD | -47.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 2.2400 | 0.5400 |
| 6M High / 6M Low: | 4.1900 | 0.5400 |
| High (YTD): | 6/13/2024 | 4.1900 |
| Low (YTD): | 8/13/2024 | 0.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3004 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1120 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 318.55% | |
| Volatility 6M: | 187.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
