UC WAR. CALL 09/24 D2G/ DE000HC9M451 /
| 2024-06-06 1:45:25 PM | Chg.-0.0500 | Bid2:56:26 PM | Ask2:56:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6400EUR | -7.25% | 0.5800 Bid Size: 30,000 |
0.5900 Ask Size: 30,000 |
ORSTED A/S ... | 400.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9M45 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORSTED A/S DK 10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 2.80 |
| Historic volatility: | 0.56 |
| Parity: | -34.46 |
| Time value: | 0.80 |
| Break-even: | 408.00 |
| Moneyness: | 0.14 |
| Premium: | 6.36 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.20 |
| Spread %: | 33.33% |
| Delta: | 0.28 |
| Theta: | -0.14 |
| Omega: | 1.97 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6400 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.33% | ||
|---|---|---|---|
| 1 Month | -7.25% | ||
| 3 Months | +6.67% | ||
| YTD | -13.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.5600 |
| 6M High / 6M Low: | 0.8900 | 0.3900 |
| High (YTD): | 2024-05-10 | 0.8900 |
| Low (YTD): | 2024-03-15 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7239 | |
| Avg. volume 1M: | 30.4348 | |
| Avg. price 6M: | 0.6621 | |
| Avg. volume 6M: | 8.7520 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 197.32% | |
| Volatility 6M: | 152.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
