UC WAR. CALL 09/24 NDA/ DE000HC9DA51 /
| 2024-07-05 9:45:55 PM | Chg.+0.0800 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | +8.08% | 1.0400 Bid Size: 6,000 |
1.0900 Ask Size: 6,000 |
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: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.89 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.33 |
| Parity: | 0.89 |
| Time value: | 0.20 |
| Break-even: | 80.90 |
| Moneyness: | 1.13 |
| Premium: | 0.03 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.05 |
| Spread %: | 4.81% |
| Delta: | 0.81 |
| Theta: | -0.03 |
| Omega: | 5.83 |
| Rho: | 0.11 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.0800 |
| Low: | 1.0000 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.86% | ||
|---|---|---|---|
| 1 Month | +50.70% | ||
| 3 Months | +94.55% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 1.0700 | 0.5800 |
| 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: | 0.9780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7962 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6365 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 260.59% | |
| Volatility 6M: | 206.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
