UC WAR. CALL 09/24 BNR/ DE000HC9N3J6 /
| 2024-05-02 9:41:11 AM | Chg.-0.0300 | Bid9:57:53 AM | Ask9:57:53 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | -6.82% | 0.4000 Bid Size: 60,000 |
0.4100 Ask Size: 60,000 |
BRENNTAG SE NA O.N. | 75.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9N3J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-03 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.17 |
| Parity: | -0.01 |
| Time value: | 0.45 |
| Break-even: | 79.50 |
| Moneyness: | 1.00 |
| Premium: | 0.06 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.05 |
| Spread %: | 12.50% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 9.39 |
| Rho: | 0.14 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4100 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.82% | ||
|---|---|---|---|
| 1 Month | -29.31% | ||
| 3 Months | -59.41% | ||
| YTD | -64.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.4300 |
| 6M High / 6M Low: | 1.3000 | 0.4300 |
| High (YTD): | 2024-03-01 | 1.3000 |
| Low (YTD): | 2024-04-26 | 0.4300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4425 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8487 | |
| Avg. volume 6M: | 1.8710 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.57% | |
| Volatility 6M: | 102.66% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
