UC DIS.CERT. 06/24 CALL WDP
/ DE000HC3BYD4
UC DIS.CERT. 06/24 CALL WDP/ DE000HC3BYD4 /
| 6/7/2024 1:46:55 PM |
Chg.- |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.8400EUR |
- |
0.8400
Bid Size: 25,000 |
-
Ask Size: 25,000 |
DISNEY (WALT) CO. |
90.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC3BYD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
1/23/2023 |
| Last trading day: |
6/7/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.39 |
| Time value: |
0.47 |
| Break-even: |
98.60 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
11.62 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.45 |
| Omega: |
6.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.8500 |
| High: |
0.8500 |
| Low: |
0.8400 |
| Previous Close: |
0.8500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.18% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
+2.44% |
| YTD |
|
|
+104.88% |
| 1 Year |
|
|
+68.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.8500 |
0.8400 |
| 1M High / 1M Low: |
0.8800 |
0.8200 |
| 6M High / 6M Low: |
0.9000 |
0.3800 |
| High (YTD): |
5/6/2024 |
0.9000 |
| Low (YTD): |
1/11/2024 |
0.3800 |
| 52W High: |
5/6/2024 |
0.9000 |
| 52W Low: |
10/27/2023 |
0.2600 |
| Avg. price 1W: |
|
0.8467 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.8575 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.7276 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
0.5481 |
| Avg. volume 1Y: |
|
0.0000 |
| Volatility 1M: |
|
41.39% |
| Volatility 6M: |
|
68.72% |
| Volatility 1Y: |
|
83.80% |
| Volatility 3Y: |
|
- |
