UniCredit Call 5.5 SHA 18.12.2024
/ DE000HC9N400
UniCredit Call 5.5 SHA 18.12.2024/ DE000HC9N400 /
05/09/2024 18:22:11 |
Chg.-0.023 |
Bid05/09/2024 |
Ask05/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-34.85% |
0.043 Bid Size: 20,000 |
0.071 Ask Size: 20,000 |
SCHAEFFLER AG INH. V... |
5.50 - |
18/12/2024 |
Call |
Master data
WKN: |
HC9N40 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SCHAEFFLER AG INH. VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 - |
Maturity: |
18/12/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
41.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
-0.91 |
Time value: |
0.11 |
Break-even: |
5.61 |
Moneyness: |
0.84 |
Premium: |
0.22 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.05 |
Spread %: |
83.33% |
Delta: |
0.23 |
Theta: |
0.00 |
Omega: |
9.48 |
Rho: |
0.00 |
Quote data
Open: |
0.079 |
High: |
0.100 |
Low: |
0.043 |
Previous Close: |
0.066 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-52.22% |
1 Month |
|
|
-71.33% |
3 Months |
|
|
-94.49% |
YTD |
|
|
-93.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.066 |
1M High / 1M Low: |
0.150 |
0.066 |
6M High / 6M Low: |
1.250 |
0.066 |
High (YTD): |
29/02/2024 |
1.340 |
Low (YTD): |
04/09/2024 |
0.066 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.627 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.18% |
Volatility 6M: |
|
184.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |