UC WAR. CALL 12/24 D2G/ DE000HC96EY6 /
| 2024-09-26 9:46:12 PM | Chg.+0.0300 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | +3.41% | 0.8800 Bid Size: 4,000 |
0.9300 Ask Size: 4,000 |
ORSTED A/S ... | 400.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC96EY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORSTED A/S DK 10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 3.14 |
| Historic volatility: | 0.48 |
| Parity: | -34.10 |
| Time value: | 0.91 |
| Break-even: | 409.10 |
| Moneyness: | 0.15 |
| Premium: | 5.93 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.05 |
| Spread %: | 5.81% |
| Delta: | 0.30 |
| Theta: | -0.19 |
| Omega: | 1.94 |
| Rho: | 0.02 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.9100 |
| Low: | 0.8800 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.33% | ||
|---|---|---|---|
| 1 Month | +127.50% | ||
| 3 Months | +46.77% | ||
| YTD | +3.41% | ||
| 1 Year | +13.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8900 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.4000 |
| 6M High / 6M Low: | 1.0900 | 0.3500 |
| High (YTD): | 2024-05-10 | 1.0900 |
| Low (YTD): | 2024-08-22 | 0.3500 |
| 52W High: | 2024-05-10 | 1.0900 |
| 52W Low: | 2023-11-01 | 0.2200 |
| Avg. price 1W: | 0.8420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6757 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7141 | |
| Avg. volume 6M: | 3.0698 | |
| Avg. price 1Y: | 0.7178 | |
| Avg. volume 1Y: | 6.4766 | |
| Volatility 1M: | 178.53% | |
| Volatility 6M: | 155.92% | |
| Volatility 1Y: | 166.79% | |
| Volatility 3Y: | - |
