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: | - |
