UC WAR. CALL 06/24 ALV/ DE000HC1L9Z9 /
| 2024-06-05 9:41:57 PM | Chg.+0.0200 | Bid9:59:37 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3400EUR | +0.46% | 4.2900 Bid Size: 3,000 |
- Ask Size: - |
ALLIANZ SE NA O.N. | 220.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC1L9Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.23 |
|---|---|
| Intrinsic value: | 4.20 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.15 |
| Parity: | 4.20 |
| Time value: | 0.06 |
| Break-even: | 262.60 |
| Moneyness: | 1.19 |
| Premium: | 0.00 |
| Premium p.a.: | 0.06 |
| Spread abs.: | -0.07 |
| Spread %: | -1.62% |
| Delta: | 0.97 |
| Theta: | -0.08 |
| Omega: | 5.97 |
| Rho: | 0.08 |
Quote data
| Open: | 4.3700 |
|---|---|
| High: | 4.3900 |
| Low: | 4.2000 |
| Previous Close: | 4.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.25% | ||
|---|---|---|---|
| 1 Month | -3.98% | ||
| 3 Months | +22.25% | ||
| YTD | +53.90% | ||
| 1 Year | +193.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9800 | 4.3200 |
|---|---|---|
| 1M High / 1M Low: | 5.3800 | 4.3200 |
| 6M High / 6M Low: | 5.9200 | 2.5300 |
| High (YTD): | 2024-03-27 | 5.9200 |
| Low (YTD): | 2024-01-11 | 2.6200 |
| 52W High: | 2024-03-27 | 5.9200 |
| 52W Low: | 2023-07-07 | 0.9800 |
| Avg. price 1W: | 4.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7195 | |
| Avg. volume 1M: | 68.1818 | |
| Avg. price 6M: | 3.8738 | |
| Avg. volume 6M: | 131.8400 | |
| Avg. price 1Y: | 2.7618 | |
| Avg. volume 1Y: | 254.9805 | |
| Volatility 1M: | 92.53% | |
| Volatility 6M: | 92.53% | |
| Volatility 1Y: | 102.41% | |
| Volatility 3Y: | - |
