UC WAR. CALL 06/24 ABEC/ DE000HC851R0 /
2024-06-05 1:41:47 PM | Chg.- | Bid2:24:01 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5300EUR | - | 0.5400 Bid Size: 20,000 |
- Ask Size: 20,000 |
ALPHABET INC.CL C DL... | 172.00 - | 2024-06-19 | Call |
Master data
WKN: | HC851R |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ALPHABET INC.CL C DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 172.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-07-20 |
Last trading day: | 2024-06-05 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 31.93 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.90 |
Historic volatility: | 0.25 |
Parity: | -0.59 |
Time value: | 0.52 |
Break-even: | 177.20 |
Moneyness: | 0.97 |
Premium: | 0.07 |
Premium p.a.: | 50.90 |
Spread abs.: | -0.08 |
Spread %: | -13.33% |
Delta: | 0.40 |
Theta: | -0.62 |
Omega: | 12.92 |
Rho: | 0.01 |
Quote data
Open: | 0.5300 |
---|---|
High: | 0.5300 |
Low: | 0.5000 |
Previous Close: | 0.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +15.22% | ||
3 Months | +307.69% | ||
YTD | +96.30% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.8700 | 0.4300 |
6M High / 6M Low: | 0.8700 | 0.0570 |
High (YTD): | 2024-05-21 | 0.8700 |
Low (YTD): | 2024-03-06 | 0.0570 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.6167 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3270 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 244.83% | |
Volatility 6M: | 351.27% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |