UC DIS.CERT. 06/24 CALL BCO
/ DE000HC3BXD6
UC DIS.CERT. 06/24 CALL BCO/ DE000HC3BXD6 /
| 2024-06-07 1:45:14 PM |
Chg.- |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.1000EUR |
- |
0.1000
Bid Size: 14,000 |
-
Ask Size: 14,000 |
BOEING CO. ... |
200.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC3BXD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BOEING CO. DL 5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-01-23 |
| Last trading day: |
2024-06-07 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
127.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.28 |
| Parity: |
-3.44 |
| Time value: |
0.13 |
| Break-even: |
201.30 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.04 |
| Spread %: |
44.44% |
| Delta: |
0.12 |
| Theta: |
-0.60 |
| Omega: |
14.71 |
| Rho: |
0.00 |
Quote data
| Open: |
0.1300 |
| High: |
0.1300 |
| Low: |
0.1000 |
| Previous Close: |
0.1300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
-87.80% |
| 1 Year |
|
|
-83.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.1500 |
0.0330 |
| 6M High / 6M Low: |
0.8300 |
0.0330 |
| High (YTD): |
2024-01-02 |
0.8100 |
| Low (YTD): |
2024-05-30 |
0.0330 |
| 52W High: |
2023-12-18 |
0.8300 |
| 52W Low: |
2024-05-30 |
0.0330 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.0855 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.3661 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
0.4736 |
| Avg. volume 1Y: |
|
0.0000 |
| Volatility 1M: |
|
536.90% |
| Volatility 6M: |
|
305.00% |
| Volatility 1Y: |
|
216.63% |
| Volatility 3Y: |
|
- |
