UniCredit Call 70 AZ2 18.12.2024
/ DE000HC7M943
UniCredit Call 70 AZ2 18.12.2024/ DE000HC7M943 /
30/08/2024 20:24:00 |
Chg.-0.006 |
Bid21:59:01 |
Ask21:59:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
-10.53% |
0.045 Bid Size: 15,000 |
0.089 Ask Size: 15,000 |
ANDRITZ AG |
70.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7M94 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ANDRITZ AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
18/12/2024 |
Issue date: |
23/06/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
66.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-1.04 |
Time value: |
0.09 |
Break-even: |
70.89 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.04 |
Spread %: |
97.78% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
12.57 |
Rho: |
0.03 |
Quote data
Open: |
0.061 |
High: |
0.073 |
Low: |
0.051 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.71% |
1 Month |
|
|
+410.00% |
3 Months |
|
|
+121.74% |
YTD |
|
|
-68.13% |
1 Year |
|
|
-49.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.050 |
1M High / 1M Low: |
0.057 |
0.001 |
6M High / 6M Low: |
0.170 |
0.001 |
High (YTD): |
28/02/2024 |
0.220 |
Low (YTD): |
02/08/2024 |
0.001 |
52W High: |
28/02/2024 |
0.220 |
52W Low: |
02/08/2024 |
0.001 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.075 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,049.83% |
Volatility 6M: |
|
1,854.28% |
Volatility 1Y: |
|
1,390.13% |
Volatility 3Y: |
|
- |