UC WAR. CALL 12/24 BEI/ DE000HC37X41 /
| 2024-09-27 11:41:27 AM | Chg.- | Bid1:24:05 PM | Ask2024-09-27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6400EUR | - | 1.6100 Bid Size: 40,000 |
- Ask Size: 40,000 |
BEIERSDORF AG O.N. | 120.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC37X4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-16 |
| Last trading day: | 2024-09-27 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.44 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.15 |
| Parity: | 1.36 |
| Time value: | 0.28 |
| Break-even: | 136.40 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.81 |
| Theta: | -0.05 |
| Omega: | 6.60 |
| Rho: | 0.17 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.6900 |
| Low: | 1.6400 |
| Previous Close: | 1.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +59.22% | ||
| 3 Months | -23.36% | ||
| YTD | -25.79% | ||
| 1 Year | +13.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.7000 | 0.8300 |
| 6M High / 6M Low: | 3.0900 | 0.8300 |
| High (YTD): | 2024-05-10 | 3.0900 |
| Low (YTD): | 2024-09-18 | 0.8300 |
| 52W High: | 2024-05-10 | 3.0900 |
| 52W Low: | 2024-09-18 | 0.8300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.1783 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0017 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.9720 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 241.83% | |
| Volatility 6M: | 109.14% | |
| Volatility 1Y: | 93.90% | |
| Volatility 3Y: | - |
