UC WAR. CALL 09/24 SEJ1/ DE000HC9XRZ2 /
| 01/08/2024 15:46:27 | Chg.-0.1900 | Bid19:26:37 | Ask19:26:37 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -42.22% | 0.1700 Bid Size: 15,000 |
0.2000 Ask Size: 15,000 |
SAFRAN INH. EO... | 210.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9XRZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 41.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | -0.69 |
| Time value: | 0.49 |
| Break-even: | 214.90 |
| Moneyness: | 0.97 |
| Premium: | 0.06 |
| Premium p.a.: | 0.54 |
| Spread abs.: | 0.06 |
| Spread %: | 13.95% |
| Delta: | 0.39 |
| Theta: | -0.08 |
| Omega: | 16.33 |
| Rho: | 0.10 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.2600 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.22% | ||
|---|---|---|---|
| 1 Month | -58.06% | ||
| 3 Months | -72.63% | ||
| YTD | +18.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.7100 | 0.4200 |
| 6M High / 6M Low: | 1.5800 | 0.3200 |
| High (YTD): | 27/05/2024 | 1.5800 |
| Low (YTD): | 09/01/2024 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5578 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9180 | |
| Avg. volume 6M: | 8.5276 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 304.64% | |
| Volatility 6M: | 194.28% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
