UC WAR. CALL 12/24 UNVB/ DE000HC9AAT9 /
2024-05-15 11:46:17 AM | Chg.0.0000 | Bid11:53:07 AM | Ask11:53:07 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0400EUR | 0.00% | 0.0360 Bid Size: 500,000 |
0.0410 Ask Size: 500,000 |
UNILEVER PLC LS-,0... | 58.00 EUR | 2024-12-18 | Call |
Master data
WKN: | HC9AAT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | UNILEVER PLC LS-,031111 |
Type: | Warrant |
Option type: | Call |
Strike price: | 58.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2023-09-18 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 66.56 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.17 |
Parity: | -0.81 |
Time value: | 0.08 |
Break-even: | 58.75 |
Moneyness: | 0.86 |
Premium: | 0.18 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.04 |
Spread %: | 114.29% |
Delta: | 0.20 |
Theta: | -0.01 |
Omega: | 13.50 |
Rho: | 0.06 |
Quote data
Open: | 0.0400 |
---|---|
High: | 0.0400 |
Low: | 0.0400 |
Previous Close: | 0.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.65% | ||
---|---|---|---|
1 Month | +150.00% | ||
3 Months | +73.91% | ||
YTD | +166.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0400 | 0.0340 |
---|---|---|
1M High / 1M Low: | 0.0400 | 0.0160 |
6M High / 6M Low: | 0.0400 | 0.0060 |
High (YTD): | 2024-05-14 | 0.0400 |
Low (YTD): | 2024-01-02 | 0.0070 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0372 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0268 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0201 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.55% | |
Volatility 6M: | 450.71% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |