UC WAR. CALL 12/24 AZ2/ DE000HC7Y4H7 /
| 19/09/2024 11:45:43 | Chg.- | Bid13:13:05 | Ask19/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | - | 0.9600 Bid Size: 45,000 |
- Ask Size: 45,000 |
ANDRITZ AG | 55.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC7Y4H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 10/07/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.85 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | 0.85 |
| Time value: | 0.10 |
| Break-even: | 64.40 |
| Moneyness: | 1.15 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 2.17% |
| Delta: | 0.87 |
| Theta: | -0.02 |
| Omega: | 5.90 |
| Rho: | 0.09 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.9300 |
| Low: | 0.8600 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +75.47% | ||
| 3 Months | +66.07% | ||
| YTD | +52.46% | ||
| 1 Year | +244.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.5300 |
| 6M High / 6M Low: | 0.9300 | 0.3200 |
| High (YTD): | 19/09/2024 | 0.9300 |
| Low (YTD): | 30/04/2024 | 0.3200 |
| 52W High: | 19/09/2024 | 0.9300 |
| 52W Low: | 27/10/2023 | 0.1600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7170 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5521 | |
| Avg. volume 6M: | 9.3220 | |
| Avg. price 1Y: | 0.5276 | |
| Avg. volume 1Y: | 4.5082 | |
| Volatility 1M: | 75.08% | |
| Volatility 6M: | 147.35% | |
| Volatility 1Y: | 135.21% | |
| Volatility 3Y: | - |
