UniCredit Call 80 NDA 18.12.2024/  DE000HC7L3K8  /

EUWAX
2024-09-26  9:11:39 PM Chg.+0.042 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.059EUR +247.06% -
Bid Size: -
-
Ask Size: -
AURUBIS AG 80.00 - 2024-12-18 Call
 

Master data

WKN: HC7L3K
Issuer: UniCredit
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-18
Issue date: 2023-06-22
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 81.49
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.34
Parity: -1.73
Time value: 0.08
Break-even: 80.77
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 2.03
Spread abs.: 0.08
Spread %: 3,750.00%
Delta: 0.13
Theta: -0.02
Omega: 10.99
Rho: 0.02
 

Quote data

Open: 0.045
High: 0.064
Low: 0.043
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.22%
1 Month
  -60.67%
3 Months
  -88.65%
YTD
  -92.53%
1 Year
  -91.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.010
1M High / 1M Low: 0.180 0.010
6M High / 6M Low: 0.890 0.010
High (YTD): 2024-05-20 0.890
Low (YTD): 2024-09-23 0.010
52W High: 2023-11-15 1.320
52W Low: 2024-09-23 0.010
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.394
Avg. volume 6M:   0.000
Avg. price 1Y:   0.519
Avg. volume 1Y:   0.000
Volatility 1M:   463.43%
Volatility 6M:   288.89%
Volatility 1Y:   229.83%
Volatility 3Y:   -