UC WAR. CALL 09/24 SAX/ DE000HC9D229 /
2024-05-14 9:46:54 PM | Chg.-0.0400 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4500EUR | -8.16% | 0.4100 Bid Size: 8,000 |
0.4700 Ask Size: 8,000 |
STROEER SE + CO. KGA... | 60.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9D22 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | STROEER SE + CO. KGAA |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-09-21 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.89 |
Leverage: | Yes |
Calculated values
Fair value: | 0.54 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.21 |
Historic volatility: | 0.22 |
Parity: | 0.30 |
Time value: | 0.23 |
Break-even: | 65.30 |
Moneyness: | 1.05 |
Premium: | 0.04 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.06 |
Spread %: | 12.77% |
Delta: | 0.71 |
Theta: | -0.01 |
Omega: | 8.48 |
Rho: | 0.14 |
Quote data
Open: | 0.4900 |
---|---|
High: | 0.4900 |
Low: | 0.4500 |
Previous Close: | 0.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +12.50% | ||
---|---|---|---|
1 Month | +73.08% | ||
3 Months | +114.29% | ||
YTD | +55.17% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5000 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.5000 | 0.2500 |
6M High / 6M Low: | 0.5000 | 0.1400 |
High (YTD): | 2024-05-10 | 0.5000 |
Low (YTD): | 2024-03-04 | 0.1400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4660 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3670 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2585 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 201.40% | |
Volatility 6M: | 167.15% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |