UniCredit Call 60 AZ2 18.09.2024
/ DE000HC9XNJ5
UniCredit Call 60 AZ2 18.09.2024/ DE000HC9XNJ5 /
| 2024-07-31 6:06:12 PM |
Chg.+0.030 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+20.00% |
0.180
Bid Size: 25,000 |
0.200
Ask Size: 25,000 |
ANDRITZ AG |
60.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XNJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.13 |
| Time value: |
0.19 |
| Break-even: |
61.90 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
14.07 |
| Rho: |
0.03 |
Quote data
| Open: |
0.180 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
+205.08% |
| YTD |
|
|
-45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.057 |
| 1M High / 1M Low: |
0.220 |
0.050 |
| 6M High / 6M Low: |
0.460 |
0.050 |
| High (YTD): |
2024-02-23 |
0.460 |
| Low (YTD): |
2024-07-19 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.223 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
785.24% |
| Volatility 6M: |
|
381.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
