UC WAR. CALL 12/24 BNR/ DE000HC973G5 /
8/16/2024 5:41:43 PM | Chg.0.0000 | Bid8/16/2024 | Ask8/16/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0620EUR | 0.00% | 0.0490 Bid Size: 35,000 |
0.0740 Ask Size: 35,000 |
BRENNTAG SE NA O.N. | 75.00 - | 12/18/2024 | 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: | 12/18/2024 |
Issue date: | 9/12/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 72.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | -1.15 |
Time value: | 0.09 |
Break-even: | 75.88 |
Moneyness: | 0.85 |
Premium: | 0.20 |
Premium p.a.: | 0.69 |
Spread abs.: | 0.05 |
Spread %: | 137.84% |
Delta: | 0.18 |
Theta: | -0.01 |
Omega: | 12.82 |
Rho: | 0.04 |
Quote data
Open: | 0.0420 |
---|---|
High: | 0.0620 |
Low: | 0.0420 |
Previous Close: | 0.0620 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.55% | ||
---|---|---|---|
1 Month | -31.11% | ||
3 Months | -80.00% | ||
YTD | -95.19% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0880 | 0.0600 |
---|---|---|
1M High / 1M Low: | 0.1300 | 0.0600 |
6M High / 6M Low: | 1.4100 | 0.0600 |
High (YTD): | 3/1/2024 | 1.4100 |
Low (YTD): | 8/14/2024 | 0.0600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0722 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1009 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4709 | |
Avg. volume 6M: | 1.5669 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 256.30% | |
Volatility 6M: | 159.03% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |