UC WAR. CALL 12/24 FIE/ DE000HC8K5C0 /
10/3/2024 3:45:48 PM | Chg.-0.0100 | Bid4:42:53 PM | Ask4:42:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2200EUR | -4.35% | 0.2200 Bid Size: 45,000 |
0.2300 Ask Size: 45,000 |
FIELMANN GROUP AG O.... | 45.00 - | 12/18/2024 | Call |
Master data
WKN: | HC8K5C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FIELMANN GROUP AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 12/18/2024 |
Issue date: | 8/10/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.08 |
Implied volatility: | 0.23 |
Historic volatility: | 0.22 |
Parity: | 0.08 |
Time value: | 0.17 |
Break-even: | 47.50 |
Moneyness: | 1.02 |
Premium: | 0.04 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.03 |
Spread %: | 13.64% |
Delta: | 0.61 |
Theta: | -0.01 |
Omega: | 11.23 |
Rho: | 0.05 |
Quote data
Open: | 0.2200 |
---|---|
High: | 0.2300 |
Low: | 0.2200 |
Previous Close: | 0.2300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.00% | ||
---|---|---|---|
1 Month | +37.50% | ||
3 Months | +46.67% | ||
YTD | -71.43% | ||
1 Year | -47.62% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2700 | 0.2300 |
---|---|---|
1M High / 1M Low: | 0.3400 | 0.1600 |
6M High / 6M Low: | 0.5000 | 0.0640 |
High (YTD): | 1/22/2024 | 0.7200 |
Low (YTD): | 8/13/2024 | 0.0640 |
52W High: | 12/18/2023 | 0.8000 |
52W Low: | 8/13/2024 | 0.0640 |
Avg. price 1W: | 0.2540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2536 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2240 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3599 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 155.59% | |
Volatility 6M: | 236.13% | |
Volatility 1Y: | 186.94% | |
Volatility 3Y: | - |