UC DIS.CERT. 06/24 CALL R6C0
/ DE000HC44KS5
UC DIS.CERT. 06/24 CALL R6C0/ DE000HC44KS5 /
2024-06-05 9:46:29 PM |
Chg.0.0000 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.2700EUR |
0.00% |
1.2500 Bid Size: 3,000 |
1.3000 Ask Size: 3,000 |
SHELL PLC |
31.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC44KS |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
SHELL PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
31.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-02-14 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
24.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
1.13 |
Time value: |
0.19 |
Break-even: |
32.31 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
2.34% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
19.97 |
Rho: |
0.01 |
Quote data
Open: |
1.2500 |
High: |
1.4100 |
Low: |
1.2500 |
Previous Close: |
1.2700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.22% |
1 Month |
|
|
-34.54% |
3 Months |
|
|
+176.09% |
YTD |
|
|
+69.33% |
1 Year |
|
|
+122.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.0300 |
1.2700 |
1M High / 1M Low: |
2.1700 |
1.2700 |
6M High / 6M Low: |
2.1700 |
0.3200 |
High (YTD): |
2024-05-13 |
2.1700 |
Low (YTD): |
2024-01-23 |
0.3200 |
52W High: |
2024-05-13 |
2.1700 |
52W Low: |
2024-01-23 |
0.3200 |
Avg. price 1W: |
|
1.6080 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.8130 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
1.0215 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.9077 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
127.15% |
Volatility 6M: |
|
137.28% |
Volatility 1Y: |
|
120.39% |
Volatility 3Y: |
|
- |