UC WAR. CALL 09/24 GOB/ DE000HC9XSF2 /
| 5/31/2024 9:47:08 PM | Chg.-0.0400 | Bid9:59:27 PM | Ask9:59:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -3.48% | 1.1100 Bid Size: 3,000 |
1.2400 Ask Size: 3,000 |
ST GOBAIN ... | 70.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XSF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 1.06 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | 1.06 |
| Time value: | 0.18 |
| Break-even: | 82.40 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.13 |
| Spread %: | 11.71% |
| Delta: | 0.85 |
| Theta: | -0.02 |
| Omega: | 5.54 |
| Rho: | 0.17 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.1500 |
| Low: | 1.1000 |
| Previous Close: | 1.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.02% | ||
|---|---|---|---|
| 1 Month | +40.51% | ||
| 3 Months | +152.27% | ||
| YTD | +136.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.3100 | 0.7900 |
| 6M High / 6M Low: | 1.3100 | 0.2000 |
| High (YTD): | 5/15/2024 | 1.3100 |
| Low (YTD): | 1/19/2024 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1236 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5614 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.87% | |
| Volatility 6M: | 174.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
