UC WAR. CALL 09/24 UNP/ DE000HC9DPS3 /
| 2024-07-25 11:42:15 AM | Chg.- | Bid1:19:16 PM | Ask11:43:33 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9900EUR | - | 1.8000 Bid Size: 4,000 |
- Ask Size: 3,000 |
UNION PAC. DL... | 220.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9DPS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UNION PAC. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-07-25 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.15 |
| Parity: | -0.01 |
| Time value: | 2.04 |
| Break-even: | 240.40 |
| Moneyness: | 1.00 |
| Premium: | 0.09 |
| Premium p.a.: | 1.03 |
| Spread abs.: | 0.33 |
| Spread %: | 19.30% |
| Delta: | 0.55 |
| Theta: | -0.23 |
| Omega: | 5.96 |
| Rho: | 0.13 |
Quote data
| Open: | 1.9700 |
|---|---|
| High: | 1.9900 |
| Low: | 1.9400 |
| Previous Close: | 1.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +70.09% | ||
| 3 Months | -22.57% | ||
| YTD | -43.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.4400 | 0.9400 |
| 6M High / 6M Low: | 4.1300 | 0.9400 |
| High (YTD): | 2024-02-23 | 4.1300 |
| Low (YTD): | 2024-07-09 | 0.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.6976 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4300 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.55% | |
| Volatility 6M: | 140.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
