UC WAR. CALL 09/24 SEJ1/ DE000HC9XRY5 /
| 2024-08-05 9:45:21 PM | Chg.-0.0500 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | -10.64% | 0.3800 Bid Size: 10,000 |
0.4400 Ask Size: 10,000 |
SAFRAN INH. EO... | 200.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XRY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.19 |
| Parity: | -0.89 |
| Time value: | 0.58 |
| Break-even: | 205.80 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.85 |
| Spread abs.: | 0.23 |
| Spread %: | 65.71% |
| Delta: | 0.39 |
| Theta: | -0.11 |
| Omega: | 12.78 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.4200 |
| Low: | 0.1200 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -54.84% | ||
|---|---|---|---|
| 1 Month | -62.50% | ||
| 3 Months | -73.25% | ||
| YTD | +27.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.4500 |
| 6M High / 6M Low: | 2.3100 | 0.4500 |
| High (YTD): | 2024-05-27 | 2.3100 |
| Low (YTD): | 2024-01-03 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9819 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4088 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 315.29% | |
| Volatility 6M: | 181.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
