UC WAR. CALL 12/24 AZ2/ DE000HC7Y4H7 /
| 05/07/2024 21:46:13 | Chg.0.0000 | Bid21:59:02 | Ask21:59:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | 0.00% | 0.5300 Bid Size: 6,000 |
0.5700 Ask Size: 6,000 |
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: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.17 |
| Time value: | 0.43 |
| Break-even: | 60.90 |
| Moneyness: | 1.03 |
| Premium: | 0.08 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.04 |
| Spread %: | 7.27% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 6.03 |
| Rho: | 0.14 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5600 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.85% | ||
|---|---|---|---|
| 1 Month | -5.08% | ||
| 3 Months | -16.42% | ||
| YTD | -8.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.5400 |
| 6M High / 6M Low: | 0.8800 | 0.3200 |
| High (YTD): | 13/06/2024 | 0.8800 |
| Low (YTD): | 30/04/2024 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6473 | |
| Avg. volume 1M: | 25 | |
| Avg. price 6M: | 0.6023 | |
| Avg. volume 6M: | 8.6614 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.76% | |
| Volatility 6M: | 124.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
