UC WAR. CALL 09/24 SAX/ DE000HC9D211 /
| 2024-05-14 9:45:02 PM | Chg.- | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | 0.7500 Bid Size: 5,000 |
0.8100 Ask Size: 5,000 |
STROEER SE + CO. KGA... | 55.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9D21 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.80 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.22 |
| Parity: | 0.80 |
| Time value: | 0.10 |
| Break-even: | 64.00 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.06 |
| Spread %: | 7.14% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 6.44 |
| Rho: | 0.17 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.8500 |
| Low: | 0.7900 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.82% | ||
|---|---|---|---|
| 1 Month | +51.92% | ||
| 3 Months | +125.71% | ||
| YTD | +64.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.5000 |
| 6M High / 6M Low: | 0.8700 | 0.2700 |
| High (YTD): | 2024-05-10 | 0.8700 |
| Low (YTD): | 2024-03-01 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4658 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 157.23% | |
| Volatility 6M: | 135.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
