UC WAR. CALL 09/24 BYG/ DE000HC9XNM9 /
| 2024-05-02 12:16:12 PM | Chg.+0.0200 | Bid12:44:50 PM | Ask12:44:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3100EUR | +0.87% | 2.3500 Bid Size: 10,000 |
2.3700 Ask Size: 10,000 |
Bouygues | 35.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XNM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.69 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | -0.39 |
| Time value: | 2.29 |
| Break-even: | 37.29 |
| Moneyness: | 0.99 |
| Premium: | 0.08 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.12 |
| Spread %: | 5.53% |
| Delta: | 0.54 |
| Theta: | -0.01 |
| Omega: | 8.17 |
| Rho: | 0.06 |
Quote data
| Open: | 2.2900 |
|---|---|
| High: | 2.3600 |
| Low: | 2.2900 |
| Previous Close: | 2.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.53% | ||
|---|---|---|---|
| 1 Month | -32.65% | ||
| 3 Months | +48.08% | ||
| YTD | +14.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.4300 | 2.0900 |
|---|---|---|
| 1M High / 1M Low: | 3.5100 | 2.0700 |
| 6M High / 6M Low: | 3.7700 | 1.1600 |
| High (YTD): | 2024-03-21 | 3.7700 |
| Low (YTD): | 2024-02-08 | 1.1600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2850 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4500 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4057 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.23% | |
| Volatility 6M: | 150.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
