UC WAR. CALL 12/24 D2G/ DE000HC96EY6 /
| 2024-10-04 9:45:11 PM | Chg.-0.1300 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | -16.88% | 0.5400 Bid Size: 6,000 |
0.7400 Ask Size: 6,000 |
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: | 7.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 3.20 |
| Historic volatility: | 0.47 |
| Parity: | -34.24 |
| Time value: | 0.78 |
| Break-even: | 407.80 |
| Moneyness: | 0.14 |
| Premium: | 6.07 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.05 |
| Spread %: | 6.85% |
| Delta: | 0.27 |
| Theta: | -0.19 |
| Omega: | 2.01 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7700 |
| Low: | 0.6400 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.18% | ||
|---|---|---|---|
| 1 Month | +12.28% | ||
| 3 Months | +4.92% | ||
| YTD | -27.27% | ||
| 1 Year | +14.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.5700 |
| 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: | 0.7995 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7195 | |
| Avg. volume 6M: | 3.0462 | |
| Avg. price 1Y: | 0.7201 | |
| Avg. volume 1Y: | 6.4766 | |
| Volatility 1M: | 181.63% | |
| Volatility 6M: | 156.31% | |
| Volatility 1Y: | 165.58% | |
| Volatility 3Y: | - |
