UC WAR. CALL 12/24 VAS/ DE000HC967L7 /
2024-09-20 9:46:46 PM | Chg.-0.1200 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -28.57% | 0.1800 Bid Size: 10,000 |
0.3700 Ask Size: 10,000 |
VOESTALPINE AG | 25.00 - | 2024-12-18 | Call |
Master data
WKN: | HC967L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 57.24 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.24 |
Parity: | -3.82 |
Time value: | 0.37 |
Break-even: | 25.37 |
Moneyness: | 0.85 |
Premium: | 0.20 |
Premium p.a.: | 1.11 |
Spread abs.: | 0.19 |
Spread %: | 105.56% |
Delta: | 0.20 |
Theta: | -0.01 |
Omega: | 11.42 |
Rho: | 0.01 |
Quote data
Open: | 0.2700 |
---|---|
High: | 0.3500 |
Low: | 0.2700 |
Previous Close: | 0.4200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.00% | ||
---|---|---|---|
1 Month | -54.55% | ||
3 Months | -85.71% | ||
YTD | -94.55% | ||
1 Year | -93.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4200 | 0.2300 |
---|---|---|
1M High / 1M Low: | 0.6600 | 0.2200 |
6M High / 6M Low: | 3.6500 | 0.2200 |
High (YTD): | 2024-01-02 | 5.3900 |
Low (YTD): | 2024-09-10 | 0.2200 |
52W High: | 2023-12-22 | 5.7900 |
52W Low: | 2024-09-10 | 0.2200 |
Avg. price 1W: | 0.3060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4065 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9184 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.8613 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 253.86% | |
Volatility 6M: | 170.38% | |
Volatility 1Y: | 139.36% | |
Volatility 3Y: | - |