UC WAR. CALL 09/24 SEJ1/ DE000HC9XRY5 /
| 2024-07-31 3:47:14 PM | Chg.-0.3300 | Bid5:36:27 PM | Ask5:36:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8700EUR | -27.50% | 0.9400 Bid Size: 12,000 |
0.9700 Ask Size: 12,000 |
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: | 16.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.50 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.18 |
| Parity: | 0.50 |
| Time value: | 0.75 |
| Break-even: | 212.50 |
| Moneyness: | 1.03 |
| Premium: | 0.04 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.06 |
| Spread %: | 5.04% |
| Delta: | 0.62 |
| Theta: | -0.10 |
| Omega: | 10.23 |
| Rho: | 0.15 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.1100 |
| Low: | 0.8700 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.14% | ||
|---|---|---|---|
| 1 Month | -5.43% | ||
| 3 Months | -39.58% | ||
| YTD | +163.64% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 0.8700 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.8400 |
| 6M High / 6M Low: | 2.3100 | 0.5000 |
| High (YTD): | 2024-05-27 | 2.3100 |
| Low (YTD): | 2024-01-03 | 0.3100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0591 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4063 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 245.01% | |
| Volatility 6M: | 162.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
