UC WAR. CALL 12/24 BNR/ DE000HC7KZ97 /
2024-04-30 9:40:10 PM | Chg.0.0000 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0480EUR | 0.00% | 0.0100 Bid Size: 10,000 |
0.1100 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 100.00 EUR | 2024-12-18 | Call |
Master data
WKN: | HC7KZ9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 68.05 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.17 |
Parity: | -2.51 |
Time value: | 0.11 |
Break-even: | 101.10 |
Moneyness: | 0.75 |
Premium: | 0.35 |
Premium p.a.: | 0.61 |
Spread abs.: | 0.10 |
Spread %: | 1,000.00% |
Delta: | 0.14 |
Theta: | -0.01 |
Omega: | 9.63 |
Rho: | 0.06 |
Quote data
Open: | 0.0480 |
---|---|
High: | 0.0480 |
Low: | 0.0480 |
Previous Close: | 0.0480 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -27.27% | ||
---|---|---|---|
1 Month | -47.83% | ||
3 Months | -78.18% | ||
YTD | -82.22% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.0660 | 0.0440 |
---|---|---|
1M High / 1M Low: | 0.0810 | 0.0440 |
6M High / 6M Low: | 0.2900 | 0.0440 |
High (YTD): | 2024-03-01 | 0.2900 |
Low (YTD): | 2024-04-26 | 0.0440 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0542 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0664 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1759 | |
Avg. volume 6M: | 160 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.66% | |
Volatility 6M: | 154.62% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |