UC WAR. CALL 12/24 VAR1/ DE000HC30JY4 /
2024-06-07 9:45:39 PM | Chg.0.0000 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | 0.00% | 0.1000 Bid Size: 50,000 |
0.1200 Ask Size: 50,000 |
VARTA AG O.N. | 20.00 - | 2024-12-18 | Call |
Master data
WKN: | HC30JY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VARTA AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.18 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.13 |
Historic volatility: | 0.59 |
Parity: | -1.02 |
Time value: | 0.12 |
Break-even: | 21.20 |
Moneyness: | 0.49 |
Premium: | 1.16 |
Premium p.a.: | 3.29 |
Spread abs.: | 0.02 |
Spread %: | 20.00% |
Delta: | 0.33 |
Theta: | -0.01 |
Omega: | 2.71 |
Rho: | 0.01 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1100 |
Low: | 0.1100 |
Previous Close: | 0.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.38% | ||
---|---|---|---|
1 Month | -31.25% | ||
3 Months | -38.89% | ||
YTD | -75.56% | ||
1 Year | -64.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0970 |
---|---|---|
1M High / 1M Low: | 0.1800 | 0.0970 |
6M High / 6M Low: | 0.4700 | 0.0550 |
High (YTD): | 2024-01-02 | 0.4100 |
Low (YTD): | 2024-04-19 | 0.0550 |
52W High: | 2023-11-15 | 0.6400 |
52W Low: | 2024-04-19 | 0.0550 |
Avg. price 1W: | 0.1094 | |
Avg. volume 1W: | 60 | |
Avg. price 1M: | 0.1416 | |
Avg. volume 1M: | 13.0435 | |
Avg. price 6M: | 0.2136 | |
Avg. volume 6M: | 8.3200 | |
Avg. price 1Y: | 0.3137 | |
Avg. volume 1Y: | 63.4922 | |
Volatility 1M: | 167.15% | |
Volatility 6M: | 156.54% | |
Volatility 1Y: | 139.12% | |
Volatility 3Y: | - |