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: | - |