UC WAR. CALL 09/24 MTX/ DE000HC9C452 /
| 7/5/2024 11:41:40 AM | Chg.- | Bid1:18:22 PM | Ask11:42:10 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1100EUR | - | 4.1000 Bid Size: 15,000 |
- Ask Size: 15,000 |
MTU AERO ENGINES NA ... | 220.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9C45 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/20/2023 |
| Last trading day: | 7/5/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.60 |
|---|---|
| Intrinsic value: | 3.28 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.27 |
| Parity: | 3.28 |
| Time value: | 0.85 |
| Break-even: | 261.30 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.30 |
| Spread %: | 7.83% |
| Delta: | 0.79 |
| Theta: | -0.12 |
| Omega: | 4.84 |
| Rho: | 0.31 |
Quote data
| Open: | 3.7900 |
|---|---|
| High: | 4.1100 |
| Low: | 3.7900 |
| Previous Close: | 3.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +36.09% | ||
|---|---|---|---|
| 1 Month | +109.69% | ||
| 3 Months | +136.21% | ||
| YTD | +323.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1100 | 3.0200 |
|---|---|---|
| 1M High / 1M Low: | 4.1100 | 1.3600 |
| 6M High / 6M Low: | 4.1100 | 1.1900 |
| High (YTD): | 7/5/2024 | 4.1100 |
| Low (YTD): | 1/3/2024 | 0.9600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.6375 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2490 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9975 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 279.15% | |
| Volatility 6M: | 172.08% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
