UC WAR. CALL 06/24 BEI/ DE000HC2NW01 /
| 2024-06-14 8:01:02 AM | Chg.0.0000 | Bid9:21:28 AM | Ask9:21:28 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | 0.00% | 0.6000 Bid Size: 30,000 |
0.6200 Ask Size: 30,000 |
BEIERSDORF AG O.N. | 140.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2NW0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.14 |
| Parity: | 0.65 |
| Time value: | 0.06 |
| Break-even: | 147.10 |
| Moneyness: | 1.05 |
| Premium: | 0.00 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.09 |
| Spread %: | 14.52% |
| Delta: | 0.85 |
| Theta: | -0.14 |
| Omega: | 17.57 |
| Rho: | 0.02 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.5400 |
| Low: | 0.5400 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -23.94% | ||
| 3 Months | +86.21% | ||
| YTD | -3.57% | ||
| 1 Year | +38.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6500 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.7700 | 0.3800 |
| 6M High / 6M Low: | 0.8600 | 0.1100 |
| High (YTD): | 2024-05-10 | 0.8600 |
| Low (YTD): | 2024-04-10 | 0.1100 |
| 52W High: | 2024-05-10 | 0.8600 |
| 52W Low: | 2024-04-10 | 0.1100 |
| Avg. price 1W: | 0.5380 | |
| Avg. volume 1W: | 20,000 | |
| Avg. price 1M: | 0.5874 | |
| Avg. volume 1M: | 8,695.6522 | |
| Avg. price 6M: | 0.4682 | |
| Avg. volume 6M: | 4,037.7920 | |
| Avg. price 1Y: | 0.3942 | |
| Avg. volume 1Y: | 1,971.5781 | |
| Volatility 1M: | 257.73% | |
| Volatility 6M: | 222.07% | |
| Volatility 1Y: | 183.25% | |
| Volatility 3Y: | - |
