UniCredit Call 10 FTE 18.09.2024/  DE000HC9C4J7  /

EUWAX
21/05/2024  10:24:32 Chg.- Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.860EUR - -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 10.00 - 18/09/2024 Call
 

Master data

WKN: HC9C4J
Issuer: UniCredit
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 18/09/2024
Issue date: 20/09/2023
Last trading day: 21/05/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.44
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.70
Implied volatility: 0.12
Historic volatility: 0.13
Parity: 0.70
Time value: 0.16
Break-even: 10.86
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: 0.00
Omega: 10.99
Rho: 0.03
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.900
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+40.98%
3 Months
  -10.42%
YTD  
+4.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.860
1M High / 1M Low: 0.900 0.560
6M High / 6M Low: 1.540 0.560
High (YTD): 23/01/2024 1.540
Low (YTD): 07/05/2024 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   0.989
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.53%
Volatility 6M:   122.63%
Volatility 1Y:   -
Volatility 3Y:   -