UC WAR. CALL 12/24 MTX/ DE000HC76560 /
| 2024-11-14 5:40:58 PM | Chg.+0.300 | Bid7:10:22 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.410EUR | +3.70% | 8.340 Bid Size: 4,000 |
- Ask Size: - |
MTU AERO ENGINES NA ... | 230.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7656 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-05 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.09 |
|---|---|
| Intrinsic value: | 8.02 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.21 |
| Parity: | 8.02 |
| Time value: | 0.13 |
| Break-even: | 311.50 |
| Moneyness: | 1.35 |
| Premium: | 0.00 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.10 |
| Spread %: | 1.24% |
| Delta: | 0.97 |
| Theta: | -0.07 |
| Omega: | 3.69 |
| Rho: | 0.20 |
Quote data
| Open: | 7.910 |
|---|---|
| High: | 8.580 |
| Low: | 7.910 |
| Previous Close: | 8.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.51% | ||
|---|---|---|---|
| 1 Month | +34.99% | ||
| 3 Months | +94.23% | ||
| YTD | +700.95% | ||
| 1 Year | +824.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.950 | 8.110 |
|---|---|---|
| 1M High / 1M Low: | 8.950 | 6.230 |
| 6M High / 6M Low: | 8.950 | 1.560 |
| High (YTD): | 2024-11-11 | 8.950 |
| Low (YTD): | 2024-01-03 | 1.050 |
| 52W High: | 2024-11-11 | 8.950 |
| 52W Low: | 2023-12-14 | 0.790 |
| Avg. price 1W: | 8.602 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.040 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.429 | |
| Avg. volume 6M: | 3.409 | |
| Avg. price 1Y: | 3.090 | |
| Avg. volume 1Y: | 4.117 | |
| Volatility 1M: | 109.43% | |
| Volatility 6M: | 119.57% | |
| Volatility 1Y: | 119.76% | |
| Volatility 3Y: | - |
