UC WAR. CALL 12/24 VAS/ DE000HC967L7 /
03/09/2024 09:45:12 | Chg.-0.0500 | Bid11:21:28 | Ask11:21:28 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5000EUR | -9.09% | 0.4700 Bid Size: 8,000 |
0.5100 Ask Size: 8,000 |
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: | 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): | 02/01/2024 | 5.3900 |
Low (YTD): | 20/08/2024 | 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: | - |