UC WAR. CALL 12/24 MTX/ DE000HC9GXV4 /
2024-09-06 9:42:26 PM | Chg.+0.170 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.230EUR | +3.36% | 5.060 Bid Size: 2,000 |
5.330 Ask Size: 2,000 |
MTU AERO ENGINES NA ... | 220.00 - | 2024-12-18 | Call |
Master data
WKN: | HC9GXV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MTU AERO ENGINES NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 220.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-27 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.02 |
Leverage: | Yes |
Calculated values
Fair value: | 5.07 |
---|---|
Intrinsic value: | 4.75 |
Implied volatility: | 0.37 |
Historic volatility: | 0.27 |
Parity: | 4.75 |
Time value: | 0.58 |
Break-even: | 273.30 |
Moneyness: | 1.22 |
Premium: | 0.02 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.27 |
Spread %: | 5.34% |
Delta: | 0.87 |
Theta: | -0.07 |
Omega: | 4.38 |
Rho: | 0.50 |
Quote data
Open: | 5.020 |
---|---|
High: | 5.700 |
Low: | 5.020 |
Previous Close: | 5.060 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.25% | ||
---|---|---|---|
1 Month | +11.04% | ||
3 Months | +102.71% | ||
YTD | +287.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.230 | 4.990 |
---|---|---|
1M High / 1M Low: | 5.580 | 4.620 |
6M High / 6M Low: | 5.580 | 1.900 |
High (YTD): | 2024-08-29 | 5.580 |
Low (YTD): | 2024-01-03 | 1.340 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.132 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.172 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.419 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 53.61% | |
Volatility 6M: | 118.62% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |