UC WAR. CALL 12/24 FTK/ DE000HC9BFA6 /
2024-09-10 9:45:32 PM | Chg.-0.0300 | Bid9:59:33 PM | Ask9:59:33 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5800EUR | -1.86% | 1.5700 Bid Size: 3,000 |
1.6500 Ask Size: 3,000 |
FLATEXDEGIRO AG NA O... | 11.00 - | 2024-12-18 | Call |
Master data
WKN: | HC9BFA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | FLATEXDEGIRO AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-19 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.32 |
Leverage: | Yes |
Calculated values
Fair value: | 1.60 |
---|---|
Intrinsic value: | 1.01 |
Implied volatility: | 0.42 |
Historic volatility: | 0.40 |
Parity: | 1.01 |
Time value: | 0.64 |
Break-even: | 12.64 |
Moneyness: | 1.09 |
Premium: | 0.05 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.08 |
Spread %: | 5.13% |
Delta: | 0.71 |
Theta: | -0.01 |
Omega: | 5.20 |
Rho: | 0.02 |
Quote data
Open: | 1.5800 |
---|---|
High: | 1.5800 |
Low: | 1.5300 |
Previous Close: | 1.6100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.19% | ||
---|---|---|---|
1 Month | -13.66% | ||
3 Months | -53.25% | ||
YTD | -21.78% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8200 | 1.5700 |
---|---|---|
1M High / 1M Low: | 2.7400 | 1.5700 |
6M High / 6M Low: | 3.7900 | 0.8000 |
High (YTD): | 2024-06-06 | 3.7900 |
Low (YTD): | 2024-03-11 | 0.8000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.1368 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2691 | |
Avg. volume 6M: | 2.0698 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.96% | |
Volatility 6M: | 156.38% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |