UC WAR. CALL 09/24 NDA/ DE000HC9DA69 /
| 2024-07-30 9:45:42 PM | Chg.-0.0290 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0660EUR | -30.53% | 0.0420 Bid Size: 14,000 |
0.0840 Ask Size: 14,000 |
AURUBIS AG | 80.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DA6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 59.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.32 |
| Parity: | -0.83 |
| Time value: | 0.12 |
| Break-even: | 81.20 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 1.48 |
| Spread abs.: | 0.04 |
| Spread %: | 50.00% |
| Delta: | 0.23 |
| Theta: | -0.03 |
| Omega: | 13.90 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0730 |
|---|---|
| High: | 0.0730 |
| Low: | 0.0660 |
| Previous Close: | 0.0950 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.35% | ||
|---|---|---|---|
| 1 Month | -72.50% | ||
| 3 Months | -85.00% | ||
| YTD | -89.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0690 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.0690 |
| 6M High / 6M Low: | 0.6300 | 0.0510 |
| High (YTD): | 2024-05-20 | 0.6300 |
| Low (YTD): | 2024-03-06 | 0.0510 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0894 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2765 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2573 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 283.61% | |
| Volatility 6M: | 308.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
