UC WAR. CALL 12/24 NDA/ DE000HC7L3K8 /
2024-09-23 5:46:04 PM | Chg.-0.1080 | Bid7:42:22 PM | Ask7:42:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0520EUR | -67.50% | 0.0200 Bid Size: 30,000 |
0.0580 Ask Size: 30,000 |
AURUBIS AG | 80.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7L3K |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AURUBIS AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 41.24 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.32 |
Parity: | -0.99 |
Time value: | 0.17 |
Break-even: | 81.70 |
Moneyness: | 0.88 |
Premium: | 0.17 |
Premium p.a.: | 0.92 |
Spread abs.: | 0.04 |
Spread %: | 30.77% |
Delta: | 0.26 |
Theta: | -0.02 |
Omega: | 10.65 |
Rho: | 0.04 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1500 |
Low: | 0.0520 |
Previous Close: | 0.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -48.00% | ||
---|---|---|---|
1 Month | -65.33% | ||
3 Months | -90.88% | ||
YTD | -93.25% | ||
1 Year | -93.25% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2000 | 0.1000 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.0860 |
6M High / 6M Low: | 0.9000 | 0.0800 |
High (YTD): | 2024-05-20 | 0.9000 |
Low (YTD): | 2024-08-06 | 0.0800 |
52W High: | 2023-11-15 | 1.3400 |
52W Low: | 2024-08-06 | 0.0800 |
Avg. price 1W: | 0.1500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1299 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4167 | |
Avg. volume 6M: | 29.2126 | |
Avg. price 1Y: | 0.5408 | |
Avg. volume 1Y: | 14.6063 | |
Volatility 1M: | 239.87% | |
Volatility 6M: | 237.05% | |
Volatility 1Y: | 196.40% | |
Volatility 3Y: | - |