UC WAR. CALL 09/24 MTX/ DE000HC9C460 /
| 2024-08-01 9:40:01 PM | Chg.-0.3400 | Bid9:51:04 PM | Ask9:51:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8200EUR | -15.74% | - Bid Size: 2,000 |
- Ask Size: 2,000 |
MTU AERO ENGINES NA ... | 250.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9C46 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.76 |
|---|---|
| Intrinsic value: | 1.17 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.27 |
| Parity: | 1.17 |
| Time value: | 0.99 |
| Break-even: | 271.60 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.08 |
| Spread %: | 3.85% |
| Delta: | 0.67 |
| Theta: | -0.15 |
| Omega: | 8.08 |
| Rho: | 0.20 |
Quote data
| Open: | 2.3600 |
|---|---|
| High: | 3.2800 |
| Low: | 1.8200 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.19% | ||
|---|---|---|---|
| 1 Month | +121.95% | ||
| 3 Months | +145.95% | ||
| YTD | +378.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1600 | 1.5800 |
|---|---|---|
| 1M High / 1M Low: | 2.1600 | 0.8200 |
| 6M High / 6M Low: | 2.1600 | 0.3300 |
| High (YTD): | 2024-07-31 | 2.1600 |
| Low (YTD): | 2024-06-26 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4296 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8743 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.96% | |
| Volatility 6M: | 249.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
