UC WAR. CALL 09/24 ESL/ DE000HC9XPG6 /
| 2024-06-19 5:45:15 PM | Chg.-0.2800 | Bid5:46:56 PM | Ask5:46:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8300EUR | -9.00% | 2.8000 Bid Size: 8,000 |
2.8400 Ask Size: 8,000 |
ESSILORLUXO. INH. EO... | 180.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XPG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.87 |
|---|---|
| Intrinsic value: | 2.68 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.17 |
| Parity: | 2.68 |
| Time value: | 0.46 |
| Break-even: | 211.40 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 2.28% |
| Delta: | 0.84 |
| Theta: | -0.06 |
| Omega: | 5.54 |
| Rho: | 0.36 |
Quote data
| Open: | 3.0800 |
|---|---|
| High: | 3.0800 |
| Low: | 2.8300 |
| Previous Close: | 3.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.29% | ||
|---|---|---|---|
| 1 Month | -15.27% | ||
| 3 Months | -12.65% | ||
| YTD | +82.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2100 | 2.6100 |
|---|---|---|
| 1M High / 1M Low: | 3.4100 | 2.6100 |
| 6M High / 6M Low: | 3.5500 | 1.1200 |
| High (YTD): | 2024-03-20 | 3.5500 |
| Low (YTD): | 2024-01-17 | 1.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1123 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4096 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.81% | |
| Volatility 6M: | 106.38% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
