UC WAR. CALL 09/24 SEJ1/ DE000HC9XRZ2 /
| 2024-06-21 9:45:05 PM | Chg.- | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | - | 0.6600 Bid Size: 8,000 |
0.7200 Ask Size: 8,000 |
SAFRAN INH. EO... | 210.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XRZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SAFRAN INH. EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.17 |
| Parity: | -0.75 |
| Time value: | 0.72 |
| Break-even: | 217.20 |
| Moneyness: | 0.96 |
| Premium: | 0.07 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.06 |
| Spread %: | 9.09% |
| Delta: | 0.43 |
| Theta: | -0.06 |
| Omega: | 12.14 |
| Rho: | 0.19 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6800 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.03% | ||
|---|---|---|---|
| 1 Month | -52.45% | ||
| 3 Months | -50.37% | ||
| YTD | +209.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 1.5800 | 0.5400 |
| 6M High / 6M Low: | 1.5800 | 0.2100 |
| High (YTD): | 2024-05-27 | 1.5800 |
| Low (YTD): | 2024-01-09 | 0.2100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0719 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8694 | |
| Avg. volume 6M: | 8.7339 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 208.71% | |
| Volatility 6M: | 155.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
