UC WAR. CALL 12/24 MTX/ DE000HC5HJ60 /
2024-11-11 11:41:15 AM | Chg.- | Bid1:16:35 PM | Ask11:58:14 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.870EUR | - | 7.830 Bid Size: 15,000 |
- Ask Size: 15,000 |
MTU AERO ENGINES NA ... | 240.00 - | 2024-12-18 | Call |
Master data
WKN: | HC5HJ6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-03-29 |
Last trading day: | 2024-11-11 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.99 |
Leverage: | Yes |
Calculated values
Fair value: | 7.09 |
---|---|
Intrinsic value: | 7.02 |
Implied volatility: | 0.90 |
Historic volatility: | 0.21 |
Parity: | 7.02 |
Time value: | 0.75 |
Break-even: | 317.70 |
Moneyness: | 1.29 |
Premium: | 0.02 |
Premium p.a.: | 0.29 |
Spread abs.: | -0.17 |
Spread %: | -2.14% |
Delta: | 0.86 |
Theta: | -0.29 |
Omega: | 3.44 |
Rho: | 0.18 |
Quote data
Open: | 7.910 |
---|---|
High: | 8.570 |
Low: | 7.870 |
Previous Close: | 7.680 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.13% | ||
---|---|---|---|
1 Month | +48.49% | ||
3 Months | +122.95% | ||
YTD | +908.97% | ||
1 Year | +1008.45% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.960 | 7.680 |
---|---|---|
1M High / 1M Low: | 7.960 | 5.300 |
6M High / 6M Low: | 7.960 | 1.160 |
High (YTD): | 2024-11-07 | 7.960 |
Low (YTD): | 2024-01-03 | 0.780 |
52W High: | 2024-11-07 | 7.960 |
52W Low: | 2023-12-14 | 0.580 |
Avg. price 1W: | 7.837 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.080 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.637 | |
Avg. volume 6M: | 38.462 | |
Avg. price 1Y: | 2.492 | |
Avg. volume 1Y: | 27.559 | |
Volatility 1M: | 123.16% | |
Volatility 6M: | 132.52% | |
Volatility 1Y: | 132.84% | |
Volatility 3Y: | - |