UC WAR. CALL 12/24 OEWA/ DE000HC82JD9 /
| 2024-09-20 5:47:04 PM | Chg.+0.0200 | Bid2024-09-20 | Ask2024-09-20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | +3.23% | 0.6400 Bid Size: 10,000 |
0.6700 Ask Size: 10,000 |
VERBUND AG INH... | 69.2678 - | 2024-12-18 | Call |
Master data
| WKN: | HC82JD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERBUND AG INH. A |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 69.27 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 9.89:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.26 |
| Parity: | 0.29 |
| Time value: | 0.50 |
| Break-even: | 77.08 |
| Moneyness: | 1.04 |
| Premium: | 0.07 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.05 |
| Spread %: | 6.76% |
| Delta: | 0.63 |
| Theta: | -0.04 |
| Omega: | 5.84 |
| Rho: | 0.09 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6400 |
| Low: | 0.6000 |
| Previous Close: | 0.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.99% | ||
|---|---|---|---|
| 1 Month | -40.19% | ||
| 3 Months | -45.30% | ||
| YTD | -65.78% | ||
| 1 Year | -67.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.6200 |
|---|---|---|
| 1M High / 1M Low: | 1.1300 | 0.6200 |
| 6M High / 6M Low: | 1.2600 | 0.4400 |
| High (YTD): | 2024-01-10 | 2.0800 |
| Low (YTD): | 2024-02-22 | 0.4300 |
| 52W High: | 2023-12-05 | 2.2500 |
| 52W Low: | 2024-02-22 | 0.4300 |
| Avg. price 1W: | 0.7440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9517 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9355 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1929 | |
| Avg. volume 1Y: | .0234 | |
| Volatility 1M: | 110.32% | |
| Volatility 6M: | 132.68% | |
| Volatility 1Y: | 122.06% | |
| Volatility 3Y: | - |
