UC WAR. CALL 06/24 AB2/ DE000HC71XV5 /
| 2024-05-10 1:46:51 PM | Chg.- | Bid2:24:09 PM | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2700EUR | - | 2.2600 Bid Size: 20,000 |
- Ask Size: 20,000 |
ABN AMRO Bank NV | 14.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC71XV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ABN AMRO Bank NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-05-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.70 |
|---|---|
| Intrinsic value: | 1.66 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.25 |
| Parity: | 1.66 |
| Time value: | 0.64 |
| Break-even: | 16.30 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 1.01 |
| Spread abs.: | 0.04 |
| Spread %: | 1.77% |
| Delta: | 0.74 |
| Theta: | -0.03 |
| Omega: | 5.02 |
| Rho: | 0.01 |
Quote data
| Open: | 2.2100 |
|---|---|
| High: | 2.3100 |
| Low: | 2.2100 |
| Previous Close: | 2.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +55.48% | ||
| 3 Months | +81.60% | ||
| YTD | +163.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.2700 | 1.4400 |
| 6M High / 6M Low: | 2.4500 | 0.4200 |
| High (YTD): | 2024-04-08 | 2.4500 |
| Low (YTD): | 2024-02-09 | 0.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.9033 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1975 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.07% | |
| Volatility 6M: | 172.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
