UC WAR. CALL 12/24 AZ2/ DE000HC7M943 /
| 2024-08-30 9:46:56 PM | Chg.+0.0050 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0700EUR | +7.69% | 0.0450 Bid Size: 15,000 |
0.0890 Ask Size: 15,000 |
ANDRITZ AG | 70.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7M94 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 65.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | -1.06 |
| Time value: | 0.09 |
| Break-even: | 70.91 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.04 |
| Spread %: | 93.62% |
| Delta: | 0.19 |
| Theta: | -0.01 |
| Omega: | 12.30 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0540 |
|---|---|
| High: | 0.0700 |
| Low: | 0.0540 |
| Previous Close: | 0.0650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.64% | ||
|---|---|---|---|
| 1 Month | -2.78% | ||
| 3 Months | +84.21% | ||
| YTD | -56.25% | ||
| 1 Year | -36.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0700 | 0.0610 |
|---|---|---|
| 1M High / 1M Low: | 0.0720 | 0.0010 |
| 6M High / 6M Low: | 0.2000 | 0.0010 |
| High (YTD): | 2024-02-28 | 0.2400 |
| Low (YTD): | 2024-08-02 | 0.0010 |
| 52W High: | 2024-02-28 | 0.2400 |
| 52W Low: | 2024-08-02 | 0.0010 |
| Avg. price 1W: | 0.0650 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0383 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0825 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.0901 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 1,954.05% | |
| Volatility 6M: | 1,653.78% | |
| Volatility 1Y: | 1,268.77% | |
| Volatility 3Y: | - |
