UC WAR. CALL 12/24 AZ2/ DE000HC7Y4H7 /
| 7/25/2024 7:45:55 PM | Chg.+0.0700 | Bid9:20:30 PM | Ask9:20:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | +14.58% | 0.5400 Bid Size: 10,000 |
0.5700 Ask Size: 10,000 |
ANDRITZ AG | 55.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7Y4H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/10/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 0.12 |
| Time value: | 0.39 |
| Break-even: | 60.00 |
| Moneyness: | 1.02 |
| Premium: | 0.07 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.04 |
| Spread %: | 8.70% |
| Delta: | 0.61 |
| Theta: | -0.02 |
| Omega: | 6.88 |
| Rho: | 0.12 |
Quote data
| Open: | 0.4800 |
|---|---|
| High: | 0.5500 |
| Low: | 0.4800 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.58% | ||
|---|---|---|---|
| 1 Month | -9.84% | ||
| 3 Months | +37.50% | ||
| YTD | -9.84% | ||
| 1 Year | +7.84% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5100 | 0.4600 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.4600 |
| 6M High / 6M Low: | 0.8800 | 0.3200 |
| High (YTD): | 6/13/2024 | 0.8800 |
| Low (YTD): | 4/30/2024 | 0.3200 |
| 52W High: | 6/13/2024 | 0.8800 |
| 52W Low: | 10/27/2023 | 0.1600 |
| Avg. price 1W: | 0.4820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5491 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5998 | |
| Avg. volume 6M: | 8.6614 | |
| Avg. price 1Y: | 0.4890 | |
| Avg. volume 1Y: | 4.2969 | |
| Volatility 1M: | 103.02% | |
| Volatility 6M: | 119.26% | |
| Volatility 1Y: | 123.12% | |
| Volatility 3Y: | - |
