UC WAR. CALL 12/24 KBX/ DE000HC87L77 /
| 2024-08-29 11:45:04 AM | Chg.+0.0500 | Bid11:58:24 AM | Ask11:58:24 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4600EUR | +3.55% | 1.4600 Bid Size: 40,000 |
1.4800 Ask Size: 40,000 |
KNORR-BREMSE AG INH... | 60.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC87L7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KNORR-BREMSE AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-25 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.42 |
|---|---|
| Intrinsic value: | 1.33 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.24 |
| Parity: | 1.33 |
| Time value: | 0.35 |
| Break-even: | 76.80 |
| Moneyness: | 1.22 |
| Premium: | 0.05 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.47 |
| Spread %: | 38.84% |
| Delta: | 0.80 |
| Theta: | -0.03 |
| Omega: | 3.50 |
| Rho: | 0.13 |
Quote data
| Open: | 1.4000 |
|---|---|
| High: | 1.4600 |
| Low: | 1.4000 |
| Previous Close: | 1.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.58% | ||
|---|---|---|---|
| 1 Month | +5.04% | ||
| 3 Months | +3.55% | ||
| YTD | +128.13% | ||
| 1 Year | +40.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5300 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 1.6100 | 1.0100 |
| 6M High / 6M Low: | 1.7500 | 0.9000 |
| High (YTD): | 2024-05-15 | 1.7500 |
| Low (YTD): | 2024-02-14 | 0.4300 |
| 52W High: | 2024-05-15 | 1.7500 |
| 52W Low: | 2024-02-14 | 0.4300 |
| Avg. price 1W: | 1.4740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3365 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3311 | |
| Avg. volume 6M: | .3937 | |
| Avg. price 1Y: | 0.9839 | |
| Avg. volume 1Y: | .5859 | |
| Volatility 1M: | 124.64% | |
| Volatility 6M: | 98.37% | |
| Volatility 1Y: | 115.03% | |
| Volatility 3Y: | - |
