UC WAR. CALL 12/24 VAS/ DE000HC7ME90 /
| 2024-06-04 7:46:17 PM | Chg.-0.1800 | Bid8:25:29 PM | Ask8:25:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -19.15% | 0.7100 Bid Size: 5,000 |
0.8200 Ask Size: 5,000 |
VOESTALPINE AG | 30.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7ME9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VOESTALPINE AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 26.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.82 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | -3.60 |
| Time value: | 0.99 |
| Break-even: | 30.99 |
| Moneyness: | 0.88 |
| Premium: | 0.17 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.18 |
| Spread %: | 22.22% |
| Delta: | 0.32 |
| Theta: | -0.01 |
| Omega: | 8.66 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9400 |
|---|---|
| High: | 0.9400 |
| Low: | 0.7600 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.53% | ||
|---|---|---|---|
| 1 Month | -16.48% | ||
| 3 Months | -29.63% | ||
| YTD | -74.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1100 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.6900 |
| 6M High / 6M Low: | 3.2600 | 0.6900 |
| High (YTD): | 2024-01-02 | 2.9300 |
| Low (YTD): | 2024-05-08 | 0.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9214 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5760 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.50% | |
| Volatility 6M: | 136.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
