UC WAR. CALL 12/24 NDA/ DE000HC7L3K8 /
10/09/2024 21:46:47 | Chg.-0.0090 | Bid21:59:26 | Ask21:59:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0880EUR | -9.28% | 0.0700 Bid Size: 15,000 |
0.1100 Ask Size: 15,000 |
AURUBIS AG | 80.00 - | 18/12/2024 | Call |
Master data
WKN: | HC7L3K |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 18/12/2024 |
Issue date: | 22/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 54.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.32 |
Parity: | -1.41 |
Time value: | 0.12 |
Break-even: | 81.20 |
Moneyness: | 0.82 |
Premium: | 0.23 |
Premium p.a.: | 1.16 |
Spread abs.: | 0.04 |
Spread %: | 50.00% |
Delta: | 0.19 |
Theta: | -0.02 |
Omega: | 10.44 |
Rho: | 0.03 |
Quote data
Open: | 0.0700 |
---|---|
High: | 0.0890 |
Low: | 0.0700 |
Previous Close: | 0.0970 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.00% | ||
---|---|---|---|
1 Month | -12.00% | ||
3 Months | -82.75% | ||
YTD | -88.57% | ||
1 Year | -88.42% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0970 |
---|---|---|
1M High / 1M Low: | 0.1700 | 0.0970 |
6M High / 6M Low: | 0.9000 | 0.0800 |
High (YTD): | 20/05/2024 | 0.9000 |
Low (YTD): | 06/08/2024 | 0.0800 |
52W High: | 15/11/2023 | 1.3400 |
52W Low: | 06/08/2024 | 0.0800 |
Avg. price 1W: | 0.1114 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1289 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4211 | |
Avg. volume 6M: | 28.9844 | |
Avg. price 1Y: | 0.5641 | |
Avg. volume 1Y: | 14.5490 | |
Volatility 1M: | 197.66% | |
Volatility 6M: | 232.27% | |
Volatility 1Y: | 190.59% | |
Volatility 3Y: | - |