UC WAR. CALL 09/24 SAX/ DE000HC9D229 /
| 6/3/2024 9:46:11 PM | Chg.0.0000 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | 0.00% | 0.6100 Bid Size: 6,000 |
0.6800 Ask Size: 6,000 |
STROEER SE + CO. KGA... | 60.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9D22 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 9/21/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.55 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.23 |
| Parity: | 0.55 |
| Time value: | 0.16 |
| Break-even: | 67.10 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 10.94% |
| Delta: | 0.80 |
| Theta: | -0.02 |
| Omega: | 7.41 |
| Rho: | 0.13 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6600 |
| Previous Close: | 0.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.59% | ||
|---|---|---|---|
| 1 Month | +46.67% | ||
| 3 Months | +371.43% | ||
| YTD | +127.59% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.4000 |
| 6M High / 6M Low: | 0.8100 | 0.1400 |
| High (YTD): | 5/20/2024 | 0.8100 |
| Low (YTD): | 3/4/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6014 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3025 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 199.17% | |
| Volatility 6M: | 179.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
