UC WAR. CALL 12/24 KBX/ DE000HC89D00 /
| 29/08/2024 19:45:15 | Chg.+0.0700 | Bid20:43:38 | Ask20:43:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | +7.07% | 1.0300 Bid Size: 6,000 |
1.0700 Ask Size: 6,000 |
KNORR-BREMSE AG INH... | 65.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 27/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.83 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | 0.83 |
| Time value: | 0.30 |
| Break-even: | 76.30 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.23 |
| Spread %: | 25.56% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 4.98 |
| Rho: | 0.14 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0600 |
| Low: | 0.9800 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.75% | ||
|---|---|---|---|
| 1 Month | +7.07% | ||
| 3 Months | +2.91% | ||
| YTD | +140.91% | ||
| 1 Year | +32.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.9900 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.6600 |
| 6M High / 6M Low: | 1.3500 | 0.6200 |
| High (YTD): | 15/05/2024 | 1.3500 |
| Low (YTD): | 14/02/2024 | 0.2800 |
| 52W High: | 15/05/2024 | 1.3500 |
| 52W Low: | 14/02/2024 | 0.2800 |
| Avg. price 1W: | 1.0440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9339 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9588 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7067 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 151.80% | |
| Volatility 6M: | 117.94% | |
| Volatility 1Y: | 132.75% | |
| Volatility 3Y: | - |
