UC WAR. CALL 09/24 HOT/ DE000HC9FDK1 /
| 2024-05-31 9:46:07 PM | Chg.-0.0800 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4200EUR | -5.33% | 1.4100 Bid Size: 6,000 |
1.4700 Ask Size: 6,000 |
HOCHTIEF AG | 90.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9FDK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOCHTIEF AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.34 |
|---|---|
| Intrinsic value: | 1.12 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.25 |
| Parity: | 1.12 |
| Time value: | 0.49 |
| Break-even: | 106.10 |
| Moneyness: | 1.12 |
| Premium: | 0.05 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.24 |
| Spread %: | 17.52% |
| Delta: | 0.75 |
| Theta: | -0.04 |
| Omega: | 4.72 |
| Rho: | 0.18 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 1.4700 |
| Low: | 1.4100 |
| Previous Close: | 1.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.79% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -33.64% | ||
| YTD | -5.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6900 | 1.4200 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.3200 |
| 6M High / 6M Low: | 2.3300 | 1.3000 |
| High (YTD): | 2024-01-24 | 2.3300 |
| Low (YTD): | 2024-02-20 | 1.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6491 | |
| Avg. volume 6M: | 2.8800 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.30% | |
| Volatility 6M: | 110.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
