UC WAR. CALL 09/24 ESL/ DE000HC9XPJ0 /
| 2024-06-18 5:47:07 PM | Chg.-0.0600 | Bid7:08:22 PM | Ask7:08:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5200EUR | -10.34% | 0.5100 Bid Size: 15,000 |
0.5500 Ask Size: 15,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XPJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.17 |
| Parity: | -1.38 |
| Time value: | 0.64 |
| Break-even: | 226.40 |
| Moneyness: | 0.94 |
| Premium: | 0.10 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.07 |
| Spread %: | 12.28% |
| Delta: | 0.36 |
| Theta: | -0.06 |
| Omega: | 11.72 |
| Rho: | 0.17 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.5200 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.83% | ||
|---|---|---|---|
| 1 Month | -17.46% | ||
| 3 Months | -26.76% | ||
| YTD | +100.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.3700 |
| 6M High / 6M Low: | 0.9000 | 0.1400 |
| High (YTD): | 2024-03-20 | 0.9000 |
| Low (YTD): | 2024-01-25 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5129 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4361 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 271.02% | |
| Volatility 6M: | 194.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
