UC WAR. CALL 06/24 VAS/ DE000HC9XTP9 /
| 2024-06-04 9:45:30 PM | Chg.-0.4800 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | -28.24% | 1.1700 Bid Size: 3,000 |
1.3500 Ask Size: 3,000 |
VOESTALPINE AG | 25.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC9XTP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.52 |
|---|---|
| Intrinsic value: | 1.40 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.24 |
| Parity: | 1.40 |
| Time value: | 0.35 |
| Break-even: | 26.75 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.18 |
| Spread %: | 11.47% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 11.54 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6600 |
|---|---|
| High: | 1.6600 |
| Low: | 1.1300 |
| Previous Close: | 1.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.07% | ||
|---|---|---|---|
| 1 Month | -25.61% | ||
| 3 Months | -19.21% | ||
| YTD | -74.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0600 | 1.2200 |
|---|---|---|
| 1M High / 1M Low: | 2.2700 | 1.0900 |
| 6M High / 6M Low: | 5.2100 | 1.0900 |
| High (YTD): | 2024-01-02 | 4.7600 |
| Low (YTD): | 2024-05-08 | 1.0900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7123 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6558 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.89% | |
| Volatility 6M: | 170.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
