UC WAR. CALL 12/24 KBX/ DE000HC89D00 /
| 2024-07-04 9:46:57 PM | Chg.+0.0100 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9800EUR | +1.03% | 0.9300 Bid Size: 6,000 |
0.9900 Ask Size: 6,000 |
KNORR-BREMSE AG INH... | 65.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC89D0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KNORR-BREMSE AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.24 |
| Parity: | 0.65 |
| Time value: | 0.36 |
| Break-even: | 75.10 |
| Moneyness: | 1.10 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.06 |
| Spread %: | 6.32% |
| Delta: | 0.74 |
| Theta: | -0.02 |
| Omega: | 5.26 |
| Rho: | 0.20 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 0.9900 |
| Low: | 0.9700 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.00% | ||
|---|---|---|---|
| 1 Month | -1.01% | ||
| 3 Months | +6.52% | ||
| YTD | +122.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0000 | 0.9400 |
|---|---|---|
| 1M High / 1M Low: | 1.1900 | 0.8900 |
| 6M High / 6M Low: | 1.3500 | 0.2800 |
| High (YTD): | 2024-05-15 | 1.3500 |
| Low (YTD): | 2024-02-14 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9945 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7735 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 112.20% | |
| Volatility 6M: | 144.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
