UC WAR. CALL 09/24 FTK/ DE000HC9D872 /
| 6/19/2024 1:46:18 PM | Chg.-0.1400 | Bid3:10:58 PM | Ask3:10:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9800EUR | -6.60% | 1.9900 Bid Size: 15,000 |
2.0100 Ask Size: 15,000 |
FLATEXDEGIRO AG NA O... | 12.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9D87 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | FLATEXDEGIRO AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.13 |
|---|---|
| Intrinsic value: | 1.63 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.41 |
| Parity: | 1.63 |
| Time value: | 0.55 |
| Break-even: | 14.18 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.10 |
| Spread %: | 4.81% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 4.81 |
| Rho: | 0.02 |
Quote data
| Open: | 2.1200 |
|---|---|
| High: | 2.1200 |
| Low: | 1.9600 |
| Previous Close: | 2.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.51% | ||
|---|---|---|---|
| 1 Month | +23.75% | ||
| 3 Months | +435.14% | ||
| YTD | +51.15% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4600 | 1.7900 |
|---|---|---|
| 1M High / 1M Low: | 2.6400 | 1.7500 |
| 6M High / 6M Low: | 2.6400 | 0.3200 |
| High (YTD): | 6/10/2024 | 2.6400 |
| Low (YTD): | 3/20/2024 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2909 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1002 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 139.97% | |
| Volatility 6M: | 246.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
