UC WAR. CALL 12/24 VWSB/ DE000HC7P540 /
| 2024-05-13 7:46:45 PM | Chg.+0.0400 | Bid8:00:00 PM | Ask8:00:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | +8.51% | 0.4500 Bid Size: 8,000 |
0.6000 Ask Size: 8,000 |
VESTAS WIND SYS. DK ... | 300.00 DKK | 2024-12-18 | Call |
Master data
| WKN: | HC7P54 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VESTAS WIND SYS. DK -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 DKK |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 41.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.38 |
| Parity: | -14.64 |
| Time value: | 0.62 |
| Break-even: | 40.83 |
| Moneyness: | 0.64 |
| Premium: | 0.60 |
| Premium p.a.: | 1.18 |
| Spread abs.: | 0.26 |
| Spread %: | 72.22% |
| Delta: | 0.15 |
| Theta: | -0.01 |
| Omega: | 6.27 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4700 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +34.21% | ||
|---|---|---|---|
| 1 Month | -16.39% | ||
| 3 Months | -40.70% | ||
| YTD | -76.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 0.6000 | 0.2800 |
| 6M High / 6M Low: | 2.1900 | 0.2800 |
| High (YTD): | 2024-01-02 | 2.0300 |
| Low (YTD): | 2024-05-02 | 0.2800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4832 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1206 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 274.88% | |
| Volatility 6M: | 153.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
