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UniCredit Call 36.0357 DWS 18.09..../  DE000HC9D6R4  /

EUWAX
2024-06-27  10:22:30 AM Chg.+0.010 Bid11:35:31 AM Ask11:35:31 AM Underlying Strike price Expiration date Option type
0.940EUR +1.08% 0.940
Bid Size: 20,000		 1.000
Ask Size: 20,000		 DWS GROUP GMBH+CO.KG... 36.0357 EUR 2024-09-18 Call
 

Master data

WKN: HC9D6R
Issuer: UniCredit
Currency: EUR
Underlying: DWS GROUP GMBH+CO.KGAA ON
Type: Warrant
Option type: Call
Strike price: 36.04 EUR
Maturity: 2024-09-18
Issue date: 2023-09-21
Last trading day: 2024-09-17
Ratio: 1:1.11
Exercise type: American
Quanto: -
Gearing: 31.36
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -2.68
Time value: 1.19
Break-even: 37.11
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.54
Spread abs.: 0.32
Spread %: 36.78%
Delta: 0.36
Theta: -0.01
Omega: 11.24
Rho: 0.02
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.15%
1 Month
  -69.38%
3 Months
  -67.59%
YTD
  -18.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.860
1M High / 1M Low: 3.740 0.860
6M High / 6M Low: 3.740 0.860
High (YTD): 2024-06-03 3.740
Low (YTD): 2024-06-25 0.860
52W High: - -
52W Low: - -
Avg. price 1W:   0.950
Avg. volume 1W:   0.000
Avg. price 1M:   1.983
Avg. volume 1M:   0.000
Avg. price 6M:   1.949
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.94%
Volatility 6M:   180.80%
Volatility 1Y:   -
Volatility 3Y:   -