UC WAR. CALL 12/24 VAS/ DE000HC967L7 /
| 05/07/2024 21:45:22 | Chg.+0.0500 | Bid21:59:59 | Ask21:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4000EUR | +2.13% | 2.2600 Bid Size: 2,000 |
2.4900 Ask Size: 2,000 |
VOESTALPINE AG | 25.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC967L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.22 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 0.72 |
| Time value: | 1.76 |
| Break-even: | 27.48 |
| Moneyness: | 1.03 |
| Premium: | 0.07 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.23 |
| Spread %: | 10.22% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 6.54 |
| Rho: | 0.06 |
Quote data
| Open: | 2.3500 |
|---|---|
| High: | 2.4000 |
| Low: | 2.3500 |
| Previous Close: | 2.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.63% | ||
|---|---|---|---|
| 1 Month | -12.73% | ||
| 3 Months | -29.20% | ||
| YTD | -56.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4000 | 2.0700 |
|---|---|---|
| 1M High / 1M Low: | 2.7500 | 1.9300 |
| 6M High / 6M Low: | 4.9200 | 1.9300 |
| High (YTD): | 02/01/2024 | 5.3900 |
| Low (YTD): | 17/06/2024 | 1.9300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2827 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.9910 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.13% | |
| Volatility 6M: | 112.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
