UC WAR. CALL 12/24 AZ2/ DE000HC7M943 /
| 6/27/2024 9:45:15 AM | Chg.0.0000 | Bid9:47:13 AM | Ask9:47:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0890EUR | 0.00% | 0.0830 Bid Size: 60,000 |
0.0920 Ask Size: 60,000 |
ANDRITZ AG | 70.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7M94 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 30.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.24 |
| Parity: | -1.26 |
| Time value: | 0.19 |
| Break-even: | 71.90 |
| Moneyness: | 0.82 |
| Premium: | 0.25 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.17 |
| Spread %: | 850.00% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 7.85 |
| Rho: | 0.06 |
Quote data
| Open: | 0.0890 |
|---|---|
| High: | 0.0890 |
| Low: | 0.0890 |
| Previous Close: | 0.0890 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.09% | ||
|---|---|---|---|
| 1 Month | +58.93% | ||
| 3 Months | -36.43% | ||
| YTD | -44.38% | ||
| 1 Year | -47.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0890 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0330 |
| 6M High / 6M Low: | 0.2400 | 0.0010 |
| High (YTD): | 2/28/2024 | 0.2400 |
| Low (YTD): | 4/30/2024 | 0.0010 |
| 52W High: | 2/28/2024 | 0.2400 |
| 52W Low: | 4/30/2024 | 0.0010 |
| Avg. price 1W: | 0.0996 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0884 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1214 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1033 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 434.26% | |
| Volatility 6M: | 1,159.63% | |
| Volatility 1Y: | 952.79% | |
| Volatility 3Y: | - |
