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: | - |
