UC WAR. CALL 09/24 SEJ1/ DE000HC9XRX7 /
2024-06-14 9:45:35 PM | Chg.-0.5300 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.2200EUR | -19.27% | 2.2000 Bid Size: 4,000 |
2.2600 Ask Size: 4,000 |
SAFRAN INH. EO... | 180.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9XRX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | SAFRAN INH. EO -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.29 |
Leverage: | Yes |
Calculated values
Fair value: | 2.50 |
---|---|
Intrinsic value: | 2.28 |
Implied volatility: | 0.30 |
Historic volatility: | 0.17 |
Parity: | 2.28 |
Time value: | 0.50 |
Break-even: | 207.80 |
Moneyness: | 1.13 |
Premium: | 0.02 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.06 |
Spread %: | 2.21% |
Delta: | 0.82 |
Theta: | -0.06 |
Omega: | 5.98 |
Rho: | 0.36 |
Quote data
Open: | 2.7500 |
---|---|
High: | 2.7500 |
Low: | 2.2200 |
Previous Close: | 2.7500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -31.27% | ||
---|---|---|---|
1 Month | -29.30% | ||
3 Months | -20.71% | ||
YTD | +192.11% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2300 | 2.7500 |
---|---|---|
1M High / 1M Low: | 4.0200 | 2.7500 |
6M High / 6M Low: | 4.0200 | 0.7100 |
High (YTD): | 2024-05-27 | 4.0200 |
Low (YTD): | 2024-01-03 | 0.7100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.1020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4817 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3646 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 98.75% | |
Volatility 6M: | 99.13% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |