UC WAR. CALL 12/24 D2G/ DE000HC96EY6 /
| 2024-09-20 9:45:39 PM | Chg.+0.0600 | Bid9:59:46 PM | Ask9:59:46 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | +8.00% | 0.7900 Bid Size: 4,000 |
0.8400 Ask Size: 4,000 |
ORSTED A/S ... | 400.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC96EY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORSTED A/S DK 10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 3.01 |
| Historic volatility: | 0.48 |
| Parity: | -34.21 |
| Time value: | 0.84 |
| Break-even: | 408.40 |
| Moneyness: | 0.14 |
| Premium: | 6.05 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.05 |
| Spread %: | 6.33% |
| Delta: | 0.29 |
| Theta: | -0.17 |
| Omega: | 1.97 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.8100 |
| Low: | 0.6800 |
| Previous Close: | 0.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | +131.43% | ||
| 3 Months | +22.73% | ||
| YTD | -7.95% | ||
| 1 Year | -15.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.3500 |
| 6M High / 6M Low: | 1.0900 | 0.3500 |
| High (YTD): | 2024-05-10 | 1.0900 |
| Low (YTD): | 2024-08-22 | 0.3500 |
| 52W High: | 2024-05-10 | 1.0900 |
| 52W Low: | 2023-11-01 | 0.2200 |
| Avg. price 1W: | 0.8280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7105 | |
| Avg. volume 6M: | 3.0938 | |
| Avg. price 1Y: | 0.7173 | |
| Avg. volume 1Y: | 6.5020 | |
| Volatility 1M: | 184.18% | |
| Volatility 6M: | 156.13% | |
| Volatility 1Y: | 167.39% | |
| Volatility 3Y: | - |
