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: | - |