UC WAR. CALL 06/24 SIX2/ DE000HC9K4C2 /
2024-05-13 9:02:56 AM | Chg.0.0000 | Bid9:06:32 AM | Ask9:06:32 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2700EUR | 0.00% | 0.2600 Bid Size: 35,000 |
0.2800 Ask Size: 35,000 |
SIXT SE ST O.N. | 80.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC9K4C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SIXT SE ST O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-09-28 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 29.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.32 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.32 |
Parity: | -0.06 |
Time value: | 0.27 |
Break-even: | 82.70 |
Moneyness: | 0.99 |
Premium: | 0.04 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.03 |
Spread %: | 12.50% |
Delta: | 0.51 |
Theta: | -0.04 |
Omega: | 14.86 |
Rho: | 0.04 |
Quote data
Open: | 0.2700 |
---|---|
High: | 0.2700 |
Low: | 0.2700 |
Previous Close: | 0.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.39% | ||
---|---|---|---|
1 Month | -77.31% | ||
3 Months | -70.97% | ||
YTD | -88.56% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2700 | 0.2000 |
---|---|---|
1M High / 1M Low: | 1.5500 | 0.2000 |
6M High / 6M Low: | 2.3600 | 0.2000 |
High (YTD): | 2024-01-02 | 2.3400 |
Low (YTD): | 2024-05-07 | 0.2000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8811 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3592 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 424.71% | |
Volatility 6M: | 200.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |