UC WAR. CALL 09/24 D2G/ DE000HC9M451 /
| 2024-06-14 9:45:16 PM | Chg.-0.0600 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | -12.50% | 0.3900 Bid Size: 8,000 |
0.4400 Ask Size: 8,000 |
ORSTED A/S ... | 400.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M45 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORSTED A/S DK 10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 2.60 |
| Historic volatility: | 0.55 |
| Parity: | -34.83 |
| Time value: | 0.44 |
| Break-even: | 404.40 |
| Moneyness: | 0.13 |
| Premium: | 6.82 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.05 |
| Spread %: | 12.82% |
| Delta: | 0.19 |
| Theta: | -0.10 |
| Omega: | 2.26 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4800 |
|---|---|
| High: | 0.4800 |
| Low: | 0.4200 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.00% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | +7.69% | ||
| YTD | -43.24% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.4200 |
| 6M High / 6M Low: | 0.8900 | 0.3900 |
| High (YTD): | 2024-05-10 | 0.8900 |
| Low (YTD): | 2024-03-15 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6223 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6553 | |
| Avg. volume 6M: | 8.8226 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.74% | |
| Volatility 6M: | 153.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
