UC WAR. CALL 09/24 BEI/ DE000HC9GV87 /
| 2024-06-14 8:00:26 AM | Chg.+0.0100 | Bid8:38:56 AM | Ask8:38:56 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7800EUR | +0.56% | 1.7700 Bid Size: 4,000 |
1.7900 Ask Size: 4,000 |
BEIERSDORF AG O.N. | 130.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9GV8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-27 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.79 |
|---|---|
| Intrinsic value: | 1.65 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.14 |
| Parity: | 1.65 |
| Time value: | 0.23 |
| Break-even: | 148.80 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 1.62% |
| Delta: | 0.88 |
| Theta: | -0.03 |
| Omega: | 6.85 |
| Rho: | 0.29 |
Quote data
| Open: | 1.7800 |
|---|---|
| High: | 1.7800 |
| Low: | 1.7800 |
| Previous Close: | 1.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.30% | ||
|---|---|---|---|
| 1 Month | -4.30% | ||
| 3 Months | +67.92% | ||
| YTD | +33.83% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8600 | 1.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 1.5600 |
| 6M High / 6M Low: | 2.0100 | 0.6800 |
| High (YTD): | 2024-05-10 | 2.0100 |
| Low (YTD): | 2024-04-10 | 0.6800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7570 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3410 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.71% | |
| Volatility 6M: | 111.17% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
