UC WAR. CALL 09/24 BYG/ DE000HC9XNN7 /
| 5/22/2024 7:46:48 PM | Chg.-0.0700 | Bid9:17:00 PM | Ask9:17:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -7.95% | 0.7700 Bid Size: 4,000 |
0.8300 Ask Size: 4,000 |
Bouygues | 38.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XNN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 36.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -2.33 |
| Time value: | 0.97 |
| Break-even: | 38.97 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.11 |
| Spread %: | 12.79% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 13.14 |
| Rho: | 0.04 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.8800 |
| Low: | 0.8100 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -35.71% | ||
|---|---|---|---|
| 1 Month | -24.30% | ||
| 3 Months | -21.36% | ||
| YTD | -19.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.2600 | 0.8800 |
| 6M High / 6M Low: | 1.9900 | 0.5300 |
| High (YTD): | 3/21/2024 | 1.9900 |
| Low (YTD): | 2/8/2024 | 0.5300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0952 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2004 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.14% | |
| Volatility 6M: | 171.15% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
