UniCredit Call 60 RNL 18.09.2024/  DE000HC9XRU3  /

Frankfurt Zert./HVB
2024-06-28  7:32:50 PM Chg.-0.011 Bid9:58:55 PM Ask9:58:55 PM Underlying Strike price Expiration date Option type
0.012EUR -47.83% 0.009
Bid Size: 25,000
0.055
Ask Size: 25,000
RENAULT INH. EO... 60.00 - 2024-09-18 Call
 

Master data

WKN: HC9XRU
Issuer: UniCredit
Currency: EUR
Underlying: RENAULT INH. EO 3,81
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: 61.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -1.22
Time value: 0.08
Break-even: 60.78
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 1.94
Spread abs.: 0.08
Spread %: 7,700.00%
Delta: 0.17
Theta: -0.02
Omega: 10.14
Rho: 0.02
 

Quote data

Open: 0.025
High: 0.028
Low: 0.011
Previous Close: 0.023
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -69.23%
1 Month
  -92.00%
3 Months
  -73.33%
YTD
  -36.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.012
1M High / 1M Low: 0.170 0.012
6M High / 6M Low: 0.170 0.002
High (YTD): 2024-05-30 0.170
Low (YTD): 2024-01-17 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.041
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.16%
Volatility 6M:   347.39%
Volatility 1Y:   -
Volatility 3Y:   -