UniCredit Call 700 MOH 18.09.2024/  DE000HC9Z487  /

EUWAX
8/16/2024  8:48:18 PM Chg.0.000 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.490EUR 0.00% 0.480
Bid Size: 8,000
0.550
Ask Size: 8,000
LVMH E... 700.00 - 9/18/2024 Call
 

Master data

WKN: HC9Z48
Issuer: UniCredit
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 9/18/2024
Issue date: 10/17/2023
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 119.65
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.26
Parity: -4.19
Time value: 0.55
Break-even: 705.50
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 1.21
Spread abs.: 0.07
Spread %: 14.58%
Delta: 0.21
Theta: -0.23
Omega: 25.65
Rho: 0.12
 

Quote data

Open: 0.430
High: 0.540
Low: 0.430
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.11%
1 Month
  -72.78%
3 Months
  -87.24%
YTD
  -82.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.280
1M High / 1M Low: 1.960 0.280
6M High / 6M Low: 4.300 0.280
High (YTD): 3/14/2024 4.300
Low (YTD): 8/13/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.777
Avg. volume 1M:   0.000
Avg. price 6M:   2.967
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.39%
Volatility 6M:   156.93%
Volatility 1Y:   -
Volatility 3Y:   -