UC WAR. CALL 09/24 G1A/ DE000HC9D8C2 /
| 2024-05-17 9:46:02 PM | Chg.0.0000 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | 0.00% | 0.1100 Bid Size: 30,000 |
0.1300 Ask Size: 30,000 |
GEA GROUP AG | 40.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9D8C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GEA GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-21 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -0.25 |
| Time value: | 0.13 |
| Break-even: | 41.30 |
| Moneyness: | 0.94 |
| Premium: | 0.10 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 18.18% |
| Delta: | 0.38 |
| Theta: | -0.01 |
| Omega: | 10.98 |
| Rho: | 0.04 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1200 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -36.84% | ||
| YTD | -42.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.1000 |
| 6M High / 6M Low: | 0.2400 | 0.0920 |
| High (YTD): | 2024-03-22 | 0.2400 |
| Low (YTD): | 2024-04-25 | 0.1000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1333 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1547 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.19% | |
| Volatility 6M: | 170.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
