UC WAR. CALL 09/24 NDA/ DE000HC9DA51 /
| 2024-07-11 11:45:50 AM | Chg.- | Bid12:08:06 PM | Ask2024-07-11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | - | 1.0800 Bid Size: 40,000 |
- Ask Size: 40,000 |
AURUBIS AG | 70.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DA5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-07-11 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.32 |
| Parity: | 0.17 |
| Time value: | 0.94 |
| Break-even: | 81.10 |
| Moneyness: | 1.02 |
| Premium: | 0.13 |
| Premium p.a.: | 1.46 |
| Spread abs.: | 0.08 |
| Spread %: | 7.77% |
| Delta: | 0.60 |
| Theta: | -0.10 |
| Omega: | 3.89 |
| Rho: | 0.04 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.1200 |
| Low: | 1.1000 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +57.14% | ||
| 3 Months | +14.58% | ||
| YTD | +2.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.8600 |
| 6M High / 6M Low: | 1.2700 | 0.1600 |
| High (YTD): | 2024-05-20 | 1.2700 |
| Low (YTD): | 2024-03-05 | 0.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.0211 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6483 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.16% | |
| Volatility 6M: | 209.99% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
