UC WAR. CALL 09/24 MRK/ DE000HC9C3V4 /
| 8/26/2024 9:40:39 AM | Chg.+0.0100 | Bid11:18:40 AM | Ask11:18:40 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | +0.79% | 1.2600 Bid Size: 45,000 |
1.2700 Ask Size: 45,000 |
MERCK KGAA O.N. | 160.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9C3V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCK KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/20/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 1.15 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.27 |
| Parity: | 1.15 |
| Time value: | 0.14 |
| Break-even: | 172.90 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 2.38% |
| Delta: | 0.85 |
| Theta: | -0.08 |
| Omega: | 11.25 |
| Rho: | 0.08 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.2700 |
| Low: | 1.2500 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.39% | ||
|---|---|---|---|
| 1 Month | +69.33% | ||
| 3 Months | -16.45% | ||
| YTD | +64.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.7500 |
| 6M High / 6M Low: | 2.0200 | 0.3100 |
| High (YTD): | 6/12/2024 | 2.0200 |
| Low (YTD): | 7/22/2024 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0190 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0045 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.06% | |
| Volatility 6M: | 223.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
