UC WAR. CALL 12/24 VAR1/ DE000HC30JZ1 /
| 5/17/2024 9:46:38 PM | Chg.+0.0120 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0910EUR | +15.19% | 0.0760 Bid Size: 40,000 |
0.0950 Ask Size: 40,000 |
VARTA AG O.N. | 30.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC30JZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VARTA AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.03 |
| Historic volatility: | 0.59 |
| Parity: | -1.80 |
| Time value: | 0.09 |
| Break-even: | 30.91 |
| Moneyness: | 0.40 |
| Premium: | 1.58 |
| Premium p.a.: | 3.98 |
| Spread abs.: | 0.02 |
| Spread %: | 26.39% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 3.05 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0790 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0790 |
| Previous Close: | 0.0790 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.97% | ||
|---|---|---|---|
| 1 Month | +550.00% | ||
| 3 Months | +24.66% | ||
| YTD | -56.67% | ||
| 1 Year | -56.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0910 | 0.0600 |
|---|---|---|
| 1M High / 1M Low: | 0.1000 | 0.0140 |
| 6M High / 6M Low: | 0.2800 | 0.0140 |
| High (YTD): | 1/2/2024 | 0.1800 |
| Low (YTD): | 4/19/2024 | 0.0140 |
| 52W High: | 7/25/2023 | 0.3200 |
| 52W Low: | 4/19/2024 | 0.0140 |
| Avg. price 1W: | 0.0750 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0523 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1015 | |
| Avg. volume 6M: | 16.1290 | |
| Avg. price 1Y: | 0.1527 | |
| Avg. volume 1Y: | 7.8125 | |
| Volatility 1M: | 421.06% | |
| Volatility 6M: | 258.62% | |
| Volatility 1Y: | 218.48% | |
| Volatility 3Y: | - |
