UC WAR. CALL 12/24 BNR/ DE000HC973G5 /
| 17/07/2024 15:40:57 | Chg.+0.0100 | Bid16:59:30 | Ask16:59:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | +11.11% | 0.1100 Bid Size: 125,000 |
0.1200 Ask Size: 125,000 |
BRENNTAG SE NA O.N. | 75.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC973G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 12/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 57.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.18 |
| Parity: | -1.13 |
| Time value: | 0.11 |
| Break-even: | 76.10 |
| Moneyness: | 0.85 |
| Premium: | 0.20 |
| Premium p.a.: | 0.53 |
| Spread abs.: | 0.03 |
| Spread %: | 37.50% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 11.77 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0900 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.65% | ||
|---|---|---|---|
| 1 Month | -33.33% | ||
| 3 Months | -84.62% | ||
| YTD | -92.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0850 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.0840 |
| 6M High / 6M Low: | 1.4100 | 0.0840 |
| High (YTD): | 01/03/2024 | 1.4100 |
| Low (YTD): | 09/07/2024 | 0.0840 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0872 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1127 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6378 | |
| Avg. volume 6M: | 3.1339 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.53% | |
| Volatility 6M: | 124.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
