UC WAR. CALL 09/24 ASG/ DE000HC9XPR3 /
| 2024-05-03 7:45:48 PM | Chg.-0.0500 | Bid8:37:38 PM | Ask8:37:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -12.20% | 0.3300 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
GENERALI | 24.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XPR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GENERALI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 52.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.11 |
| Historic volatility: | 0.14 |
| Parity: | -0.80 |
| Time value: | 0.44 |
| Break-even: | 24.44 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.06 |
| Spread %: | 15.79% |
| Delta: | 0.40 |
| Theta: | 0.00 |
| Omega: | 21.22 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3600 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | -29.41% | ||
| 3 Months | +140.00% | ||
| YTD | +227.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.2700 |
| 6M High / 6M Low: | 0.6200 | 0.0890 |
| High (YTD): | 2024-03-27 | 0.6200 |
| Low (YTD): | 2024-02-13 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3625 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2046 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 180.29% | |
| Volatility 6M: | 184.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
