UC WAR. CALL 09/24 MCHA/ DE000HD03232 /
| 16/07/2024 21:46:38 | Chg.-0.0400 | Bid21:59:30 | Ask21:59:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | -11.11% | 0.3000 Bid Size: 10,000 |
0.4100 Ask Size: 10,000 |
Cie Generale des Eta... | 38.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD0323 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 87.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | -2.96 |
| Time value: | 0.40 |
| Break-even: | 38.40 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.10 |
| Spread %: | 33.33% |
| Delta: | 0.22 |
| Theta: | -0.01 |
| Omega: | 19.58 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3200 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.95% | ||
|---|---|---|---|
| 1 Month | -78.81% | ||
| 3 Months | -50.77% | ||
| YTD | -56.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 1.6700 | 0.3200 |
| 6M High / 6M Low: | 2.0400 | 0.3200 |
| High (YTD): | 13/06/2024 | 2.0400 |
| Low (YTD): | 11/07/2024 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8838 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8673 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 229.15% | |
| Volatility 6M: | 192.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
