UC WAR. CALL 09/24 ASG/ DE000HC9XPR3 /
| 2024-06-04 9:45:23 PM | Chg.-0.0100 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -1.30% | 0.7400 Bid Size: 5,000 |
0.8200 Ask Size: 5,000 |
GENERALI | 24.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 29.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.14 |
| Parity: | -0.36 |
| Time value: | 0.80 |
| Break-even: | 24.80 |
| Moneyness: | 0.99 |
| Premium: | 0.05 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.08 |
| Spread %: | 11.11% |
| Delta: | 0.50 |
| Theta: | -0.01 |
| Omega: | 14.74 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.6700 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.15% | ||
|---|---|---|---|
| 1 Month | +111.11% | ||
| 3 Months | +216.67% | ||
| YTD | +590.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.4100 |
| 6M High / 6M Low: | 0.9900 | 0.0890 |
| High (YTD): | 2024-05-20 | 0.9900 |
| Low (YTD): | 2024-02-13 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7486 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3179 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 225.10% | |
| Volatility 6M: | 199.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
