UC WAR. CALL 12/24 NDA/ DE000HC7L3K8 /
| 2024-07-25 9:45:03 PM | Chg.0.0000 | Bid9:49:42 PM | Ask9:49:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | 0.00% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
AURUBIS AG | 80.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L3K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.32 |
| Parity: | -0.88 |
| Time value: | 0.31 |
| Break-even: | 83.10 |
| Moneyness: | 0.89 |
| Premium: | 0.17 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.04 |
| Spread %: | 14.81% |
| Delta: | 0.35 |
| Theta: | -0.02 |
| Omega: | 8.01 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.3100 |
| Low: | 0.2600 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -38.00% | ||
|---|---|---|---|
| 1 Month | -50.79% | ||
| 3 Months | -41.51% | ||
| YTD | -59.74% | ||
| 1 Year | -81.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.7200 | 0.2700 |
| 6M High / 6M Low: | 0.9000 | 0.1200 |
| High (YTD): | 2024-05-20 | 0.9000 |
| Low (YTD): | 2024-03-06 | 0.1200 |
| 52W High: | 2023-07-31 | 1.7800 |
| 52W Low: | 2024-03-06 | 0.1200 |
| Avg. price 1W: | 0.3780 | |
| Avg. volume 1W: | 742 | |
| Avg. price 1M: | 0.5641 | |
| Avg. volume 1M: | 168.6364 | |
| Avg. price 6M: | 0.4452 | |
| Avg. volume 6M: | 29.2126 | |
| Avg. price 1Y: | 0.6967 | |
| Avg. volume 1Y: | 14.4922 | |
| Volatility 1M: | 233.51% | |
| Volatility 6M: | 209.80% | |
| Volatility 1Y: | 172.52% | |
| Volatility 3Y: | - |
