UC WAR. CALL 12/24 BNR/ DE000HC973G5 /
| 2024-09-02 9:40:03 AM | Chg.-0.0200 | Bid9:47:43 AM | Ask9:47:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | -16.67% | 0.0880 Bid Size: 125,000 |
0.0990 Ask Size: 125,000 |
BRENNTAG SE NA O.N. | 75.00 - | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2023-09-12 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 48.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | -0.78 |
| Time value: | 0.14 |
| Break-even: | 76.40 |
| Moneyness: | 0.90 |
| Premium: | 0.14 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.05 |
| Spread %: | 55.56% |
| Delta: | 0.26 |
| Theta: | -0.02 |
| Omega: | 12.61 |
| Rho: | 0.05 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0900 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.89% | ||
|---|---|---|---|
| 1 Month | -9.09% | ||
| 3 Months | -41.18% | ||
| YTD | -92.25% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1200 | 0.0720 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0600 |
| 6M High / 6M Low: | 1.3700 | 0.0600 |
| High (YTD): | 2024-03-01 | 1.4100 |
| Low (YTD): | 2024-08-14 | 0.0600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1022 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0836 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3751 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.51% | |
| Volatility 6M: | 166.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
