UC WAR. CALL 09/24 VAS/ DE000HC9XTT1 /
| 2024-04-29 9:46:09 PM | Chg.0.0000 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | 0.00% | 0.0500 Bid Size: 10,000 |
0.4600 Ask Size: 10,000 |
VOESTALPINE AG | 32.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XTT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 76.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | -6.70 |
| Time value: | 0.33 |
| Break-even: | 32.33 |
| Moneyness: | 0.79 |
| Premium: | 0.28 |
| Premium p.a.: | 0.88 |
| Spread abs.: | 0.20 |
| Spread %: | 153.85% |
| Delta: | 0.14 |
| Theta: | 0.00 |
| Omega: | 11.10 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.53% | ||
|---|---|---|---|
| 1 Month | -53.33% | ||
| 3 Months | -84.09% | ||
| YTD | -88.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.0700 |
|---|---|---|
| 1M High / 1M Low: | 0.5900 | 0.0600 |
| 6M High / 6M Low: | 2.0900 | 0.0600 |
| High (YTD): | 2024-01-02 | 1.7700 |
| Low (YTD): | 2024-04-17 | 0.0600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3568 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9239 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,127.09% | |
| Volatility 6M: | 445.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
