UC WAR. CALL 09/24 OEWA/ DE000HC9XTC7 /
| 6/20/2024 11:46:17 AM | Chg.+0.0050 | Bid1:05:49 PM | Ask1:05:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0850EUR | +6.25% | 0.0850 Bid Size: 60,000 |
0.0960 Ask Size: 60,000 |
VERBUND AG INH... | 89.0586 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XTC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 89.06 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 63.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.27 |
| Parity: | -1.36 |
| Time value: | 0.12 |
| Break-even: | 90.25 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 1.05 |
| Spread abs.: | 0.06 |
| Spread %: | 100.00% |
| Delta: | 0.19 |
| Theta: | -0.02 |
| Omega: | 12.13 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0800 |
|---|---|
| High: | 0.0850 |
| Low: | 0.0800 |
| Previous Close: | 0.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.73% | ||
|---|---|---|---|
| 1 Month | -15.00% | ||
| 3 Months | +1114.29% | ||
| YTD | -86.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0680 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0680 |
| 6M High / 6M Low: | 0.7800 | 0.0010 |
| High (YTD): | 1/10/2024 | 0.7800 |
| Low (YTD): | 4/10/2024 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0838 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1141 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1732 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 280.48% | |
| Volatility 6M: | 8,863.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
