UC WAR. CALL 09/24 BNR/ DE000HC9K2X2 /
| 2024-06-14 9:41:12 PM | Chg.-0.0300 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | -20.00% | 0.1100 Bid Size: 15,000 |
0.1500 Ask Size: 15,000 |
BRENNTAG SE NA O.N. | 70.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9K2X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-28 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 43.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -0.50 |
| Time value: | 0.15 |
| Break-even: | 71.50 |
| Moneyness: | 0.93 |
| Premium: | 0.10 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.04 |
| Spread %: | 36.36% |
| Delta: | 0.32 |
| Theta: | -0.02 |
| Omega: | 13.70 |
| Rho: | 0.05 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1200 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.69% | ||
|---|---|---|---|
| 1 Month | -69.23% | ||
| 3 Months | -88.68% | ||
| YTD | -92.31% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.3900 | 0.1200 |
| 6M High / 6M Low: | 1.7200 | 0.1200 |
| High (YTD): | 2024-03-01 | 1.7200 |
| Low (YTD): | 2024-06-14 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1817 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9905 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.13% | |
| Volatility 6M: | 135.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
