UniCredit Call 70 AZ2 18.12.2024/  DE000HC7M943  /

EUWAX
7/12/2024  8:34:52 PM Chg.+0.029 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.061EUR +90.63% 0.051
Bid Size: 15,000
0.094
Ask Size: 15,000
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: 56.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -1.38
Time value: 0.10
Break-even: 71.00
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.71
Spread abs.: 0.08
Spread %: 525.00%
Delta: 0.18
Theta: -0.01
Omega: 10.10
Rho: 0.04
 

Quote data

Open: 0.036
High: 0.065
Low: 0.036
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.64%
1 Month
  -49.17%
3 Months
  -44.55%
YTD
  -61.88%
1 Year
  -56.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.032
1M High / 1M Low: 0.170 0.032
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:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   0.085
Avg. volume 1Y:   0.000
Volatility 1M:   409.90%
Volatility 6M:   1,179.56%
Volatility 1Y:   944.70%
Volatility 3Y:   -