UC WAR. CALL 12/24 NDA/ DE000HC7L3L6 /
| 2024-06-14 9:46:38 PM | Chg.-0.0040 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0690EUR | -5.48% | 0.0300 Bid Size: 14,000 |
0.1100 Ask Size: 14,000 |
AURUBIS AG | 100.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7L3L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 64.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.32 |
| Parity: | -2.91 |
| Time value: | 0.11 |
| Break-even: | 101.10 |
| Moneyness: | 0.71 |
| Premium: | 0.43 |
| Premium p.a.: | 1.01 |
| Spread abs.: | 0.08 |
| Spread %: | 266.67% |
| Delta: | 0.13 |
| Theta: | -0.01 |
| Omega: | 8.50 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0730 |
|---|---|
| High: | 0.0730 |
| Low: | 0.0690 |
| Previous Close: | 0.0730 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.13% | ||
|---|---|---|---|
| 1 Month | -59.41% | ||
| 3 Months | +392.86% | ||
| YTD | -73.46% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0820 | 0.0690 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0690 |
| 6M High / 6M Low: | 0.4100 | 0.0030 |
| High (YTD): | 2024-05-20 | 0.2500 |
| Low (YTD): | 2024-03-04 | 0.0030 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1420 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1056 | |
| Avg. volume 6M: | 4.9194 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 235.35% | |
| Volatility 6M: | 488.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
