UniCredit Call 60 RNL 18.09.2024/  DE000HC9XRU3  /

EUWAX
2024-06-06  6:07:35 PM Chg.-0.010 Bid6:39:16 PM Ask6:39:16 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 90,000
0.120
Ask Size: 90,000
RENAULT INH. EO... 60.00 - 2024-09-18 Call
 

Master data

WKN: HC9XRU
Issuer: UniCredit
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-09-18
Issue date: 2023-10-17
Last trading day: 2024-09-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.72
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.78
Time value: 0.17
Break-even: 61.70
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.80
Spread abs.: 0.08
Spread %: 88.89%
Delta: 0.29
Theta: -0.02
Omega: 8.92
Rho: 0.04
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month  
+144.44%
3 Months  
+1471.43%
YTD  
+478.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.170 0.037
6M High / 6M Low: 0.170 0.001
High (YTD): 2024-05-31 0.170
Low (YTD): 2024-01-17 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.72%
Volatility 6M:   507.06%
Volatility 1Y:   -
Volatility 3Y:   -