UC WAR. CALL 09/24 PAH3/ DE000HC9DAW7 /
| 2024-07-03 3:40:44 PM | Chg.+0.0020 | Bid5:05:14 PM | Ask5:05:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0270EUR | +8.00% | 0.0230 Bid Size: 800,000 |
0.0280 Ask Size: 800,000 |
PORSCHE AUTOM.HLDG V... | 50.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DAW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PORSCHE AUTOM.HLDG VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 120.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | -0.78 |
| Time value: | 0.04 |
| Break-even: | 50.35 |
| Moneyness: | 0.84 |
| Premium: | 0.19 |
| Premium p.a.: | 1.30 |
| Spread abs.: | 0.02 |
| Spread %: | 150.00% |
| Delta: | 0.13 |
| Theta: | -0.01 |
| Omega: | 15.67 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0250 |
|---|---|
| High: | 0.0270 |
| Low: | 0.0250 |
| Previous Close: | 0.0250 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | -87.73% | ||
| 3 Months | -92.50% | ||
| YTD | -90.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0300 | 0.0250 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0250 |
| 6M High / 6M Low: | 0.4300 | 0.0250 |
| High (YTD): | 2024-04-10 | 0.4300 |
| Low (YTD): | 2024-07-02 | 0.0250 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0282 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0899 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2311 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.56% | |
| Volatility 6M: | 192.67% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
