UC WAR. CALL 12/24 UTDI/ DE000HC89LR0 /
| 11/10/2024 21:46:37 | Chg.+0.0800 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6300EUR | +3.14% | 1.3300 Bid Size: 3,000 |
4.0700 Ask Size: 3,000 |
UTD.INTERNET AG NA | 17.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC89LR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | UTD.INTERNET AG NA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 27/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.49 |
|---|---|
| Intrinsic value: | 2.05 |
| Implied volatility: | 0.94 |
| Historic volatility: | 0.36 |
| Parity: | 2.05 |
| Time value: | 2.02 |
| Break-even: | 21.07 |
| Moneyness: | 1.12 |
| Premium: | 0.11 |
| Premium p.a.: | 0.73 |
| Spread abs.: | 2.74 |
| Spread %: | 206.02% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 3.23 |
| Rho: | 0.02 |
Quote data
| Open: | 2.2400 |
|---|---|
| High: | 2.6300 |
| Low: | 2.2400 |
| Previous Close: | 2.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.50% | ||
|---|---|---|---|
| 1 Month | -13.20% | ||
| 3 Months | -43.44% | ||
| YTD | -62.37% | ||
| 1 Year | -52.87% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7400 | 2.4300 |
|---|---|---|
| 1M High / 1M Low: | 3.0700 | 2.4200 |
| 6M High / 6M Low: | 7.5600 | 1.4600 |
| High (YTD): | 26/01/2024 | 8.6400 |
| Low (YTD): | 05/08/2024 | 1.4600 |
| 52W High: | 26/01/2024 | 8.6400 |
| 52W Low: | 05/08/2024 | 1.4600 |
| Avg. price 1W: | 2.5700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7673 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2329 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 5.0350 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 89.69% | |
| Volatility 6M: | 164.05% | |
| Volatility 1Y: | 133.97% | |
| Volatility 3Y: | - |
