UC WAR. CALL 12/24 KBX/ DE000HC87L77 /
| 7/25/2024 11:46:10 AM | Chg.-0.1000 | Bid1:03:50 PM | Ask1:03:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | -8.33% | 1.0800 Bid Size: 45,000 |
1.0900 Ask Size: 45,000 |
KNORR-BREMSE AG INH... | 60.00 - | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 7/25/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 1.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | 1.00 |
| Time value: | 0.22 |
| Break-even: | 72.20 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.06 |
| Spread %: | 5.17% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 4.77 |
| Rho: | 0.18 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.1300 |
| Low: | 1.0900 |
| Previous Close: | 1.2000 |
| Turnover: | 54.5000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.15% | ||
|---|---|---|---|
| 1 Month | -12.70% | ||
| 3 Months | -5.98% | ||
| YTD | +71.88% | ||
| 1 Year | -0.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5900 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.5900 | 1.2000 |
| 6M High / 6M Low: | 1.7500 | 0.4300 |
| High (YTD): | 5/15/2024 | 1.7500 |
| Low (YTD): | 2/14/2024 | 0.4300 |
| 52W High: | 5/15/2024 | 1.7500 |
| 52W Low: | 2/14/2024 | 0.4300 |
| Avg. price 1W: | 1.4780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3986 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1802 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9652 | |
| Avg. volume 1Y: | .3906 | |
| Volatility 1M: | 105.90% | |
| Volatility 6M: | 122.42% | |
| Volatility 1Y: | 111.48% | |
| Volatility 3Y: | - |
