UniCredit Call 200 MTX 18.09.2024
/ DE000HC9C445
UniCredit Call 200 MTX 18.09.2024/ DE000HC9C445 /
| 2024-07-08 7:26:58 PM |
Chg.+0.090 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.650EUR |
+1.62% |
5.610
Bid Size: 2,000 |
5.770
Ask Size: 2,000 |
MTU AERO ENGINES NA ... |
200.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9C44 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.45 |
| Intrinsic value: |
5.28 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
5.28 |
| Time value: |
0.46 |
| Break-even: |
257.40 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.16 |
| Spread %: |
2.87% |
| Delta: |
0.89 |
| Theta: |
-0.09 |
| Omega: |
3.92 |
| Rho: |
0.33 |
Quote data
| Open: |
5.890 |
| High: |
5.910 |
| Low: |
5.650 |
| Previous Close: |
5.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.16% |
| 1 Month |
|
|
+62.82% |
| 3 Months |
|
|
+62.36% |
| YTD |
|
|
+226.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.580 |
4.060 |
| 1M High / 1M Low: |
5.580 |
2.690 |
| 6M High / 6M Low: |
5.580 |
1.920 |
| High (YTD): |
2024-07-04 |
5.580 |
| Low (YTD): |
2024-01-03 |
1.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.291 |
| Avg. volume 6M: |
|
170.866 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.67% |
| Volatility 6M: |
|
129.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
