UC WAR. CALL 12/24 OEWA/ DE000HC7MDR6 /
28/08/2024 21:45:30 | Chg.-0.0200 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1300EUR | -13.33% | 0.0200 Bid Size: 12,000 |
0.2400 Ask Size: 12,000 |
VERBUND AG INH... | 89.0586 - | 18/12/2024 | Call |
Master data
WKN: | HC7MDR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 89.06 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 43.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.27 |
Parity: | -1.15 |
Time value: | 0.18 |
Break-even: | 90.84 |
Moneyness: | 0.87 |
Premium: | 0.17 |
Premium p.a.: | 0.66 |
Spread abs.: | 0.06 |
Spread %: | 50.00% |
Delta: | 0.25 |
Theta: | -0.02 |
Omega: | 10.94 |
Rho: | 0.05 |
Quote data
Open: | 0.1300 |
---|---|
High: | 0.1300 |
Low: | 0.1300 |
Previous Close: | 0.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -18.75% | ||
---|---|---|---|
1 Month | -7.14% | ||
3 Months | -53.57% | ||
YTD | -83.95% | ||
1 Year | -80.30% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1600 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.1800 | 0.0900 |
6M High / 6M Low: | 0.3500 | 0.0420 |
High (YTD): | 10/01/2024 | 0.9600 |
Low (YTD): | 03/04/2024 | 0.0420 |
52W High: | 05/12/2023 | 1.0500 |
52W Low: | 03/04/2024 | 0.0420 |
Avg. price 1W: | 0.1500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1450 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1794 | |
Avg. volume 6M: | 15.7480 | |
Avg. price 1Y: | 0.4305 | |
Avg. volume 1Y: | 7.8125 | |
Volatility 1M: | 293.90% | |
Volatility 6M: | 246.63% | |
Volatility 1Y: | 204.07% | |
Volatility 3Y: | - |