UC WAR. CALL 12/24 OEWA/ DE000HC7MDR6 /
21/06/2024 15:46:17 | Chg.0.0000 | Bid17:36:41 | Ask17:36:41 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2600EUR | 0.00% | 0.2500 Bid Size: 15,000 |
0.2800 Ask Size: 15,000 |
VERBUND AG INH... | 89.0586 - | 18/12/2024 | Call |
Master data
WKN: | HC7MDR |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERBUND AG INH. A |
Type: | Warrant |
Option type: | Call |
Strike price: | 89.06 - |
Maturity: | 18/12/2024 |
Issue date: | 23/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 9.89:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 27.46 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.27 |
Parity: | -1.32 |
Time value: | 0.28 |
Break-even: | 91.83 |
Moneyness: | 0.85 |
Premium: | 0.21 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.05 |
Spread %: | 21.74% |
Delta: | 0.30 |
Theta: | -0.02 |
Omega: | 8.13 |
Rho: | 0.10 |
Quote data
Open: | 0.2600 |
---|---|
High: | 0.2600 |
Low: | 0.2400 |
Previous Close: | 0.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +18.18% | ||
---|---|---|---|
1 Month | +4.00% | ||
3 Months | +179.57% | ||
YTD | -67.90% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2600 | 0.2000 |
---|---|---|
1M High / 1M Low: | 0.3500 | 0.2000 |
6M High / 6M Low: | 0.9600 | 0.0420 |
High (YTD): | 10/01/2024 | 0.9600 |
Low (YTD): | 03/04/2024 | 0.0420 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2739 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2865 | |
Avg. volume 6M: | 16 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 195.42% | |
Volatility 6M: | 233.36% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |