UC WAR. CALL 09/24 MTX/ DE000HC9C460 /
| 7/8/2024 9:40:27 PM | Chg.+0.0200 | Bid9:59:33 PM | Ask9:59:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6800EUR | +1.20% | 1.6200 Bid Size: 3,000 |
1.7000 Ask Size: 3,000 |
MTU AERO ENGINES NA ... | 250.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 9/20/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 0.28 |
| Time value: | 1.44 |
| Break-even: | 267.20 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.08 |
| Spread %: | 4.88% |
| Delta: | 0.58 |
| Theta: | -0.11 |
| Omega: | 8.50 |
| Rho: | 0.25 |
Quote data
| Open: | 1.6400 |
|---|---|
| High: | 1.7800 |
| Low: | 1.6400 |
| Previous Close: | 1.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +51.35% | ||
|---|---|---|---|
| 1 Month | +170.97% | ||
| 3 Months | +140.00% | ||
| YTD | +342.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6800 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.3300 |
| 6M High / 6M Low: | 1.6800 | 0.3300 |
| High (YTD): | 7/8/2024 | 1.6800 |
| Low (YTD): | 6/26/2024 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8090 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7660 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 450.34% | |
| Volatility 6M: | 249.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
