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: | - |