UC WAR. CALL 12/24 MCHA/ DE000HC90058 /
| 2024-09-27 11:45:58 AM | Chg.- | Bid1:24:00 PM | Ask2024-09-27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.740EUR | - | 5.890 Bid Size: 15,000 |
- Ask Size: 15,000 |
Cie Generale des Eta... | 32.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC9005 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-08-28 |
| Last trading day: | 2024-09-27 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.29 |
|---|---|
| Intrinsic value: | 1.89 |
| Implied volatility: | 0.87 |
| Historic volatility: | 0.17 |
| Parity: | 1.89 |
| Time value: | 3.86 |
| Break-even: | 37.75 |
| Moneyness: | 1.06 |
| Premium: | 0.11 |
| Premium p.a.: | 0.91 |
| Spread abs.: | 0.11 |
| Spread %: | 1.95% |
| Delta: | 0.64 |
| Theta: | -0.04 |
| Omega: | 3.76 |
| Rho: | 0.03 |
Quote data
| Open: | 5.380 |
|---|---|
| High: | 5.740 |
| Low: | 5.380 |
| Previous Close: | 5.590 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +12.99% | ||
| 3 Months | +40.34% | ||
| YTD | +76.62% | ||
| 1 Year | +208.60% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.740 | 5.030 |
| 6M High / 6M Low: | 7.470 | 3.450 |
| High (YTD): | 2024-06-12 | 7.470 |
| Low (YTD): | 2024-02-05 | 1.980 |
| 52W High: | 2024-06-12 | 7.470 |
| 52W Low: | 2023-10-25 | 1.340 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.372 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.131 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.993 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 110.01% | |
| Volatility 6M: | 93.34% | |
| Volatility 1Y: | 99.30% | |
| Volatility 3Y: | - |
