UC WAR. CALL 12/24 AZ2/ DE000HC7Y4H7 /
| 6/27/2024 9:45:22 AM | Chg.0.0000 | Bid9:58:17 AM | Ask9:58:17 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6100EUR | 0.00% | 0.6200 Bid Size: 35,000 |
0.6300 Ask Size: 35,000 |
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: | 8.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.24 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.24 |
| Time value: | 0.40 |
| Break-even: | 61.40 |
| Moneyness: | 1.04 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 6.67% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 5.87 |
| Rho: | 0.15 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6100 |
| Low: | 0.6100 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.15% | ||
|---|---|---|---|
| 1 Month | +19.61% | ||
| 3 Months | -8.96% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.4200 |
| 6M High / 6M Low: | 0.8800 | 0.3200 |
| High (YTD): | 6/13/2024 | 0.8800 |
| Low (YTD): | 4/30/2024 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6030 | |
| Avg. volume 1M: | 23.9130 | |
| Avg. price 6M: | 0.5991 | |
| Avg. volume 6M: | 8.6614 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.96% | |
| Volatility 6M: | 123.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
