UC WAR. CALL 09/24 ASG/ DE000HC9XPR3 /
| 5/31/2024 9:47:05 PM | Chg.+0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | +6.85% | 0.7900 Bid Size: 4,000 |
0.8700 Ask Size: 4,000 |
GENERALI | 24.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.14 |
| Parity: | -0.51 |
| Time value: | 0.91 |
| Break-even: | 24.91 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.33 |
| Spread %: | 56.90% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 12.51 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7500 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.71% | ||
|---|---|---|---|
| 1 Month | +116.67% | ||
| 3 Months | +254.55% | ||
| YTD | +609.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.3600 |
| 6M High / 6M Low: | 0.9900 | 0.0890 |
| High (YTD): | 5/20/2024 | 0.9900 |
| Low (YTD): | 2/13/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6950 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3016 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 230.26% | |
| Volatility 6M: | 199.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
