UniCredit Call 70 AZ2 18.12.2024/  DE000HC7M943  /

EUWAX
21/06/2024  21:06:42 Chg.-0.010 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 70.00 - 18/12/2024 Call
 

Master data

WKN: HC7M94
Issuer: UniCredit
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 18/12/2024
Issue date: 23/06/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.62
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -1.20
Time value: 0.13
Break-even: 71.30
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 62.50%
Delta: 0.22
Theta: -0.01
Omega: 9.78
Rho: 0.06
 

Quote data

Open: 0.085
High: 0.100
Low: 0.085
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month  
+190.32%
3 Months
  -25.00%
YTD
  -43.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.090
1M High / 1M Low: 0.170 0.021
6M High / 6M Low: 0.220 0.001
High (YTD): 28/02/2024 0.220
Low (YTD): 30/04/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   556.77%
Volatility 6M:   1,176.53%
Volatility 1Y:   -
Volatility 3Y:   -