UC WAR. CALL 12/24 HOT/ DE000HC84J90 /
| 9/23/2024 11:45:57 AM | Chg.- | Bid12:07:05 PM | Ask9/23/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2900EUR | - | 2.3000 Bid Size: 30,000 |
- Ask Size: 30,000 |
HOCHTIEF AG | 90.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC84J9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOCHTIEF AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/20/2023 |
| Last trading day: | 9/23/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.23 |
|---|---|
| Intrinsic value: | 2.16 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | 2.16 |
| Time value: | 0.14 |
| Break-even: | 113.00 |
| Moneyness: | 1.24 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 1.32% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 4.44 |
| Rho: | 0.16 |
Quote data
| Open: | 2.0700 |
|---|---|
| High: | 2.2900 |
| Low: | 2.0700 |
| Previous Close: | 2.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +11.17% | ||
| 3 Months | +6.51% | ||
| YTD | +40.49% | ||
| 1 Year | +80.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.2900 | 1.7900 |
| 6M High / 6M Low: | 2.4500 | 1.4000 |
| High (YTD): | 8/28/2024 | 2.4500 |
| Low (YTD): | 6/11/2024 | 1.4000 |
| 52W High: | 8/28/2024 | 2.4500 |
| 52W Low: | 10/20/2023 | 1.2600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.9954 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8868 | |
| Avg. volume 6M: | 5.8843 | |
| Avg. price 1Y: | 1.8154 | |
| Avg. volume 1Y: | 296.0243 | |
| Volatility 1M: | 99.44% | |
| Volatility 6M: | 109.46% | |
| Volatility 1Y: | 106.32% | |
| Volatility 3Y: | - |
