UC WAR. CALL 09/24 VAS/ DE000HC9XTS3 /
2024-05-02 1:45:53 PM | Chg.0.0000 | Bid2024-05-02 | Ask2024-05-02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4100EUR | 0.00% | 0.4000 Bid Size: 10,000 |
0.4400 Ask Size: 10,000 |
VOESTALPINE AG | 30.00 EUR | 2024-09-18 | Call |
Master data
WKN: | HC9XTS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VOESTALPINE AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 52.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.30 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.25 |
Parity: | -4.88 |
Time value: | 0.48 |
Break-even: | 30.48 |
Moneyness: | 0.84 |
Premium: | 0.21 |
Premium p.a.: | 0.66 |
Spread abs.: | 0.20 |
Spread %: | 71.43% |
Delta: | 0.21 |
Theta: | -0.01 |
Omega: | 10.78 |
Rho: | 0.02 |
Quote data
Open: | 0.4100 |
---|---|
High: | 0.4100 |
Low: | 0.4100 |
Previous Close: | 0.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.13% | ||
---|---|---|---|
1 Month | -39.71% | ||
3 Months | -76.57% | ||
YTD | -83.92% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.4700 | 0.3900 |
---|---|---|
1M High / 1M Low: | 0.9800 | 0.3800 |
6M High / 6M Low: | 2.8000 | 0.3800 |
High (YTD): | 2024-01-02 | 2.4500 |
Low (YTD): | 2024-04-23 | 0.3800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4325 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6367 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3319 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 222.68% | |
Volatility 6M: | 170.97% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |