UC WAR. CALL 12/24 G1A/ DE000HC7L1V9 /
9/11/2024 3:45:50 PM | Chg.+0.0100 | Bid4:50:39 PM | Ask4:50:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | +9.09% | 0.1000 Bid Size: 200,000 |
0.1100 Ask Size: 200,000 |
GEA GROUP AG | 45.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7L1V |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GEA GROUP AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/22/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 30.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.20 |
Parity: | -0.27 |
Time value: | 0.14 |
Break-even: | 46.40 |
Moneyness: | 0.94 |
Premium: | 0.10 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.03 |
Spread %: | 27.27% |
Delta: | 0.37 |
Theta: | -0.01 |
Omega: | 11.31 |
Rho: | 0.04 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.1200 |
Low: | 0.1000 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.09% | ||
---|---|---|---|
1 Month | +48.15% | ||
3 Months | +90.48% | ||
YTD | -7.69% | ||
1 Year | -42.86% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.0970 |
---|---|---|
1M High / 1M Low: | 0.1300 | 0.0790 |
6M High / 6M Low: | 0.1500 | 0.0490 |
High (YTD): | 3/27/2024 | 0.1500 |
Low (YTD): | 6/6/2024 | 0.0490 |
52W High: | 9/15/2023 | 0.2100 |
52W Low: | 6/6/2024 | 0.0490 |
Avg. price 1W: | 0.1074 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0965 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0913 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.0947 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 134.05% | |
Volatility 6M: | 214.40% | |
Volatility 1Y: | 194.70% | |
Volatility 3Y: | - |