UC WAR. CALL 12/24 MTX/ DE000HC30WZ4 /
2024-10-11 8:01:29 AM | Chg.-0.1100 | Bid8:37:25 AM | Ask8:37:25 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8300EUR | -11.70% | 0.8300 Bid Size: 6,000 |
1.0400 Ask Size: 6,000 |
MTU AERO ENGINES NA ... | 300.00 - | 2024-12-18 | Call |
Master data
WKN: | HC30WZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.54 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.21 |
Parity: | -1.51 |
Time value: | 0.99 |
Break-even: | 309.90 |
Moneyness: | 0.95 |
Premium: | 0.09 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.09 |
Spread %: | 10.00% |
Delta: | 0.39 |
Theta: | -0.12 |
Omega: | 11.32 |
Rho: | 0.19 |
Quote data
Open: | 0.8300 |
---|---|
High: | 0.8300 |
Low: | 0.8300 |
Previous Close: | 0.9400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.00% | ||
---|---|---|---|
1 Month | +27.69% | ||
3 Months | +72.92% | ||
YTD | +336.84% | ||
1 Year | +361.11% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0000 | 0.8900 |
---|---|---|
1M High / 1M Low: | 1.0000 | 0.5700 |
6M High / 6M Low: | 1.0000 | 0.1600 |
High (YTD): | 2024-10-04 | 1.0000 |
Low (YTD): | 2024-01-02 | 0.1300 |
52W High: | 2024-10-04 | 1.0000 |
52W Low: | 2023-12-22 | 0.1200 |
Avg. price 1W: | 0.9580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8268 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4977 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.3941 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 207.30% | |
Volatility 6M: | 209.98% | |
Volatility 1Y: | 214.31% | |
Volatility 3Y: | - |