UC WAR. CALL 12/24 VAS/ DE000HC967L7 /
| 9/3/2024 11:45:13 AM | Chg.-0.0500 | Bid12:57:44 PM | Ask12:57:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | -9.09% | 0.4600 Bid Size: 8,000 |
0.5000 Ask Size: 8,000 |
VOESTALPINE AG | 25.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC967L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 9/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.24 |
| Parity: | -3.00 |
| Time value: | 0.70 |
| Break-even: | 25.70 |
| Moneyness: | 0.88 |
| Premium: | 0.17 |
| Premium p.a.: | 0.71 |
| Spread abs.: | 0.20 |
| Spread %: | 40.00% |
| Delta: | 0.30 |
| Theta: | -0.01 |
| Omega: | 9.31 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4200 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.03% | ||
|---|---|---|---|
| 1 Month | -51.46% | ||
| 3 Months | -82.27% | ||
| YTD | -90.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.0300 | 0.5100 |
| 6M High / 6M Low: | 3.6500 | 0.5100 |
| High (YTD): | 1/2/2024 | 5.3900 |
| Low (YTD): | 8/20/2024 | 0.5100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6462 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1527 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 226.83% | |
| Volatility 6M: | 146.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
