UC DIS.CERT. 09/24 CALL MDO
/ DE000HC9CYZ2
UC DIS.CERT. 09/24 CALL MDO/ DE000HC9CYZ2 /
| 2024-05-31 9:45:52 PM |
Chg.+0.0290 |
Bid9:58:23 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.1100EUR |
+35.80% |
0.1100
Bid Size: 45,000 |
0.1200
Ask Size: 45,000 |
MCDONALDS CORP. DL... |
300.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9CYZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
198.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
-6.14 |
| Time value: |
0.12 |
| Break-even: |
301.20 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
15.89 |
| Rho: |
0.05 |
Quote data
| Open: |
0.0810 |
| High: |
0.1100 |
| Low: |
0.0810 |
| Previous Close: |
0.0810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-60.71% |
| 3 Months |
|
|
-86.75% |
| YTD |
|
|
-89.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.1100 |
0.0790 |
| 1M High / 1M Low: |
0.2800 |
0.0790 |
| 6M High / 6M Low: |
1.1700 |
0.0790 |
| High (YTD): |
2024-01-24 |
1.1700 |
| Low (YTD): |
2024-05-29 |
0.0790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.0926 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.1751 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.6672 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.73% |
| Volatility 6M: |
|
156.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
