UC WAR. CALL 09/24 MCHA/ DE000HC9XQ75 /
| 2024-05-30 11:46:08 AM | Chg.+0.0100 | Bid12:18:26 PM | Ask12:18:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0600EUR | +0.33% | 3.1000 Bid Size: 6,000 |
3.1200 Ask Size: 6,000 |
Cie Generale des Eta... | 35.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XQ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Cie Generale des Etablissements Michelin SA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 1.84 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | 1.84 |
| Time value: | 1.20 |
| Break-even: | 38.04 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.11 |
| Spread %: | 3.75% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 8.74 |
| Rho: | 0.07 |
Quote data
| Open: | 2.8200 |
|---|---|
| High: | 3.0600 |
| Low: | 2.8200 |
| Previous Close: | 3.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.27% | ||
|---|---|---|---|
| 1 Month | +44.34% | ||
| 3 Months | +78.95% | ||
| YTD | +112.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0500 | 2.4900 |
|---|---|---|
| 1M High / 1M Low: | 3.0500 | 2.1200 |
| 6M High / 6M Low: | 3.0500 | 0.6900 |
| High (YTD): | 2024-05-29 | 3.0500 |
| Low (YTD): | 2024-02-05 | 0.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6527 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.30% | |
| Volatility 6M: | 145.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
