UC WAR. CALL 12/24 BNR/ DE000HC7KZ71 /
| 2024-09-02 9:41:37 AM | Chg.-0.0400 | Bid2024-09-02 | Ask2024-09-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -14.81% | 0.2300 Bid Size: 125,000 |
0.2400 Ask Size: 125,000 |
BRENNTAG SE NA O.N. | 70.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7KZ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | -0.28 |
| Time value: | 0.28 |
| Break-even: | 72.80 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.05 |
| Spread %: | 21.74% |
| Delta: | 0.44 |
| Theta: | -0.02 |
| Omega: | 10.58 |
| Rho: | 0.08 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2300 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +35.29% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -28.13% | ||
| YTD | -85.98% | ||
| 1 Year | -81.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.1400 |
| 6M High / 6M Low: | 1.7500 | 0.1400 |
| High (YTD): | 2024-03-01 | 1.8000 |
| Low (YTD): | 2024-08-14 | 0.1400 |
| 52W High: | 2024-03-01 | 1.8000 |
| 52W Low: | 2024-08-14 | 0.1400 |
| Avg. price 1W: | 0.2380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1924 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5667 | |
| Avg. volume 6M: | 6.9370 | |
| Avg. price 1Y: | 0.9188 | |
| Avg. volume 1Y: | 5.7047 | |
| Volatility 1M: | 208.13% | |
| Volatility 6M: | 140.45% | |
| Volatility 1Y: | 111.47% | |
| Volatility 3Y: | - |
