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UniCredit Call 70 AZ2 18.12.2024/  DE000HC7M943  /

EUWAX
2024-07-26  10:45:55 AM Chg.+0.002 Bid10:54:50 AM Ask10:54:50 AM Underlying Strike price Expiration date Option type
0.035EUR +6.06% 0.032
Bid Size: 100,000		 0.049
Ask Size: 100,000		 ANDRITZ AG 70.00 - 2024-12-18 Call
 

Master data

WKN: HC7M94
Issuer: UniCredit
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-12-18
Issue date: 2023-06-23
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.26
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.23
Parity: -1.28
Time value: 0.21
Break-even: 72.10
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.79
Spread abs.: 0.20
Spread %: 2,000.00%
Delta: 0.27
Theta: -0.02
Omega: 7.34
Rho: 0.05
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+250.00%
1 Month
  -51.39%
3 Months  
+483.33%
YTD
  -78.13%
1 Year
  -73.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.010
1M High / 1M Low: 0.090 0.010
6M High / 6M Low: 0.220 0.001
High (YTD): 2024-02-28 0.220
Low (YTD): 2024-04-30 0.001
52W High: 2024-02-28 0.220
52W Low: 2024-04-30 0.001
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.080
Avg. volume 1Y:   0.000
Volatility 1M:   885.43%
Volatility 6M:   1,221.51%
Volatility 1Y:   970.94%
Volatility 3Y:   -