UC WAR. CALL 09/24 SAX/ DE000HC9D229 /
| 15/05/2024 11:46:43 | Chg.+0.0100 | Bid12:17:53 | Ask12:17:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +2.22% | 0.4500 Bid Size: 45,000 |
0.4600 Ask Size: 45,000 |
STROEER SE + CO. KGA... | 60.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9D22 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 21/09/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | 0.19 |
| Time value: | 0.28 |
| Break-even: | 64.70 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.06 |
| Spread %: | 14.63% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 8.65 |
| Rho: | 0.12 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4500 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.22% | ||
|---|---|---|---|
| 1 Month | +70.37% | ||
| 3 Months | +155.56% | ||
| YTD | +58.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2500 |
| 6M High / 6M Low: | 0.5000 | 0.1400 |
| High (YTD): | 10/05/2024 | 0.5000 |
| Low (YTD): | 04/03/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3710 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2599 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 200.64% | |
| Volatility 6M: | 167.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
