UC WAR. CALL 09/24 NOV/ DE000HC9M402 /
2024-06-20 9:47:02 PM | Chg.+0.0600 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5600EUR | +4.00% | 1.5100 Bid Size: 3,000 |
1.5800 Ask Size: 3,000 |
NOVO-NORDISK AS B D... | 900.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9M40 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NOVO-NORDISK AS B DK 0,1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 900.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-02 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.78 |
Historic volatility: | 0.33 |
Parity: | -76.74 |
Time value: | 1.54 |
Break-even: | 915.40 |
Moneyness: | 0.15 |
Premium: | 5.90 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.07 |
Spread %: | 4.76% |
Delta: | 0.25 |
Theta: | -0.32 |
Omega: | 2.11 |
Rho: | 0.04 |
Quote data
Open: | 1.5000 |
---|---|
High: | 1.6300 |
Low: | 1.5000 |
Previous Close: | 1.5000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +64.21% | ||
3 Months | +34.48% | ||
YTD | +246.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6400 | 1.4400 |
---|---|---|
1M High / 1M Low: | 1.6400 | 0.9400 |
6M High / 6M Low: | 1.6400 | 0.3400 |
High (YTD): | 2024-06-14 | 1.6400 |
Low (YTD): | 2024-01-23 | 0.3400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2843 | |
Avg. volume 1M: | 2.3913 | |
Avg. price 6M: | 0.8843 | |
Avg. volume 6M: | 34.0400 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 126.28% | |
Volatility 6M: | 169.16% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |