UC WAR. CALL 09/24 WIB/ DE000HC9XJ74 /
2024-06-14 9:46:15 PM | Chg.-0.290 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.400EUR | -5.10% | 5.220 Bid Size: 1,000 |
5.490 Ask Size: 1,000 |
WIENERBERGER | 30.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9XJ7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | WIENERBERGER |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.19 |
Leverage: | Yes |
Calculated values
Fair value: | 4.48 |
---|---|
Intrinsic value: | 4.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.22 |
Parity: | 4.00 |
Time value: | 1.49 |
Break-even: | 35.49 |
Moneyness: | 1.13 |
Premium: | 0.04 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.27 |
Spread %: | 5.17% |
Delta: | 0.76 |
Theta: | -0.01 |
Omega: | 4.71 |
Rho: | 0.05 |
Quote data
Open: | 5.590 |
---|---|
High: | 5.590 |
Low: | 5.400 |
Previous Close: | 5.690 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.17% | ||
---|---|---|---|
1 Month | -19.28% | ||
3 Months | +38.11% | ||
YTD | +90.14% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.870 | 5.360 |
---|---|---|
1M High / 1M Low: | 6.690 | 5.240 |
6M High / 6M Low: | 6.690 | 1.640 |
High (YTD): | 2024-05-15 | 6.690 |
Low (YTD): | 2024-01-17 | 1.640 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.536 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.900 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.078 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.60% | |
Volatility 6M: | 95.18% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |