UC WAR. CALL 12/24 MTX/ DE000HC6ACN4 /
| 11/10/2024 09:40:40 | Chg.-0.1500 | Bid09:59:55 | Ask09:59:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3600EUR | -5.98% | 2.5300 Bid Size: 20,000 |
2.5500 Ask Size: 20,000 |
MTU AERO ENGINES NA ... | 270.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC6ACN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 270.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 26/04/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.05 |
|---|---|
| Intrinsic value: | 1.49 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | 1.49 |
| Time value: | 1.07 |
| Break-even: | 295.60 |
| Moneyness: | 1.06 |
| Premium: | 0.04 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.09 |
| Spread %: | 3.64% |
| Delta: | 0.69 |
| Theta: | -0.12 |
| Omega: | 7.63 |
| Rho: | 0.32 |
Quote data
| Open: | 2.3900 |
|---|---|
| High: | 2.3900 |
| Low: | 2.3600 |
| Previous Close: | 2.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.81% | ||
|---|---|---|---|
| 1 Month | +22.92% | ||
| 3 Months | +108.85% | ||
| YTD | +537.84% | ||
| 1 Year | +555.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6100 | 2.3400 |
|---|---|---|
| 1M High / 1M Low: | 2.6100 | 1.6600 |
| 6M High / 6M Low: | 2.6100 | 0.4600 |
| High (YTD): | 09/10/2024 | 2.6100 |
| Low (YTD): | 03/01/2024 | 0.3800 |
| 52W High: | 09/10/2024 | 2.6100 |
| 52W Low: | 23/10/2023 | 0.2900 |
| Avg. price 1W: | 2.5120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2668 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2748 | |
| Avg. volume 6M: | 5.4923 | |
| Avg. price 1Y: | 0.9272 | |
| Avg. volume 1Y: | 2.7891 | |
| Volatility 1M: | 143.98% | |
| Volatility 6M: | 170.00% | |
| Volatility 1Y: | 163.20% | |
| Volatility 3Y: | - |
