UC WAR. CALL 09/24 EVD/ DE000HC9D757 /
| 2024-05-29 9:01:46 AM | Chg.0.0000 | Bid9:23:13 AM | Ask9:23:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | 0.00% | 1.5100 Bid Size: 45,000 |
1.5300 Ask Size: 45,000 |
CTS EVENTIM KGAA | 70.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9D75 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CTS EVENTIM KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.49 |
|---|---|
| Intrinsic value: | 1.34 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.28 |
| Parity: | 1.34 |
| Time value: | 0.25 |
| Break-even: | 85.90 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.08 |
| Spread %: | 5.30% |
| Delta: | 0.84 |
| Theta: | -0.03 |
| Omega: | 4.39 |
| Rho: | 0.17 |
Quote data
| Open: | 1.5600 |
|---|---|
| High: | 1.5600 |
| Low: | 1.5600 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.56% | ||
|---|---|---|---|
| 1 Month | +4.70% | ||
| 3 Months | +85.71% | ||
| YTD | +246.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6700 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.6700 | 1.2400 |
| 6M High / 6M Low: | 1.7200 | 0.2600 |
| High (YTD): | 2024-04-08 | 1.7200 |
| Low (YTD): | 2024-01-23 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4333 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8899 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.05% | |
| Volatility 6M: | 147.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
