UC WAR. CALL 12/24 AZ2/ DE000HC7M927 /
2024-07-26 9:46:16 PM | Chg.-0.0900 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8200EUR | -9.89% | 0.8100 Bid Size: 8,000 |
0.8500 Ask Size: 8,000 |
ANDRITZ AG | 50.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7M92 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.77 |
---|---|
Intrinsic value: | 0.63 |
Implied volatility: | 0.31 |
Historic volatility: | 0.23 |
Parity: | 0.63 |
Time value: | 0.23 |
Break-even: | 58.50 |
Moneyness: | 1.13 |
Premium: | 0.04 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.04 |
Spread %: | 4.94% |
Delta: | 0.78 |
Theta: | -0.01 |
Omega: | 5.16 |
Rho: | 0.14 |
Quote data
Open: | 0.9100 |
---|---|
High: | 0.9100 |
Low: | 0.8200 |
Previous Close: | 0.9100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.13% | ||
---|---|---|---|
1 Month | -17.17% | ||
3 Months | +43.86% | ||
YTD | -7.87% | ||
1 Year | +22.39% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9100 | 0.8000 |
---|---|---|
1M High / 1M Low: | 1.0100 | 0.7800 |
6M High / 6M Low: | 1.2700 | 0.5700 |
High (YTD): | 2024-06-13 | 1.2700 |
Low (YTD): | 2024-04-30 | 0.5700 |
52W High: | 2024-06-13 | 1.2700 |
52W Low: | 2023-10-27 | 0.2700 |
Avg. price 1W: | 0.8360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8786 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9200 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.7459 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 96.84% | |
Volatility 6M: | 97.57% | |
Volatility 1Y: | 103.54% | |
Volatility 3Y: | - |