UC WAR. CALL 12/24 VWSB/ DE000HC7Y880 /
2024-05-24 9:47:11 PM | Chg.-0.1200 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0700EUR | -10.08% | 1.0300 Bid Size: 3,000 |
1.1600 Ask Size: 3,000 |
VESTAS WIND SYS. DK ... | 250.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7Y88 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VESTAS WIND SYS. DK -,20 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-07-10 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.82 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.66 |
Historic volatility: | 0.38 |
Parity: | -224.69 |
Time value: | 1.16 |
Break-even: | 251.16 |
Moneyness: | 0.10 |
Premium: | 8.92 |
Premium p.a.: | 56.20 |
Spread abs.: | 0.13 |
Spread %: | 12.62% |
Delta: | 0.12 |
Theta: | -0.02 |
Omega: | 2.54 |
Rho: | 0.01 |
Quote data
Open: | 1.1300 |
---|---|
High: | 1.1300 |
Low: | 1.0600 |
Previous Close: | 1.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.76% | ||
---|---|---|---|
1 Month | -10.08% | ||
3 Months | -24.65% | ||
YTD | -69.94% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1900 | 1.0700 |
---|---|---|
1M High / 1M Low: | 1.4100 | 0.8800 |
6M High / 6M Low: | 3.6000 | 0.8800 |
High (YTD): | 2024-01-02 | 3.3300 |
Low (YTD): | 2024-05-02 | 0.8800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1550 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9088 | |
Avg. volume 6M: | .5806 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 162.72% | |
Volatility 6M: | 125.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |