UC WAR. CALL 09/24 MCHA/ DE000HC9XQ75 /
2024-08-15 3:45:25 PM | Chg.+0.1400 | Bid3:55:15 PM | Ask3:55:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8400EUR | +20.00% | 0.8300 Bid Size: 10,000 |
0.8500 Ask Size: 10,000 |
Cie Generale des Eta... | 35.00 - | 2024-09-18 | 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: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 44.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.58 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.17 |
Parity: | -0.44 |
Time value: | 0.77 |
Break-even: | 35.77 |
Moneyness: | 0.99 |
Premium: | 0.04 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.10 |
Spread %: | 14.93% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 20.55 |
Rho: | 0.01 |
Quote data
Open: | 0.6500 |
---|---|
High: | 0.8400 |
Low: | 0.6500 |
Previous Close: | 0.7000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.67% | ||
---|---|---|---|
1 Month | -39.57% | ||
3 Months | -69.00% | ||
YTD | -41.67% | ||
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): | 2024-06-13 | 4.1900 |
Low (YTD): | 2024-08-13 | 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: | - |