UniCredit Call 70 AZ2 18.12.2024/  DE000HC7M943  /

EUWAX
7/5/2024  8:18:12 PM Chg.-0.017 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.044EUR -27.87% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 70.00 - 12/18/2024 Call
 

Master data

WKN: HC7M94
Issuer: UniCredit
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/18/2024
Issue date: 6/23/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 59.01
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -1.34
Time value: 0.10
Break-even: 70.96
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.64
Spread abs.: 0.04
Spread %: 81.13%
Delta: 0.18
Theta: -0.01
Omega: 10.51
Rho: 0.04
 

Quote data

Open: 0.068
High: 0.068
Low: 0.044
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.11%
1 Month
  -35.29%
3 Months
  -63.33%
YTD
  -72.50%
1 Year
  -75.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.043
1M High / 1M Low: 0.170 0.039
6M High / 6M Low: 0.220 0.001
High (YTD): 2/28/2024 0.220
Low (YTD): 4/30/2024 0.001
52W High: 2/28/2024 0.220
52W Low: 4/30/2024 0.001
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   0.087
Avg. volume 1Y:   0.000
Volatility 1M:   542.07%
Volatility 6M:   1,183.77%
Volatility 1Y:   942.82%
Volatility 3Y:   -