UC WAR. CALL 06/24 BOY/ DE000HC71YK6 /
5/6/2024 1:45:11 PM | Chg.- | Bid2:21:48 PM | Ask5/6/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8800EUR | - | 1.9100 Bid Size: 25,000 |
- Ask Size: 25,000 |
BCO BIL.VIZ.ARG.NOM.... | 8.00 - | 6/19/2024 | Call |
Master data
WKN: | HC71YK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: | Warrant |
Option type: | Call |
Strike price: | 8.00 - |
Maturity: | 6/19/2024 |
Issue date: | 5/30/2023 |
Last trading day: | 5/7/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.16 |
Leverage: | Yes |
Calculated values
Fair value: | 1.81 |
---|---|
Intrinsic value: | 1.80 |
Implied volatility: | 0.96 |
Historic volatility: | 0.24 |
Parity: | 1.80 |
Time value: | 0.10 |
Break-even: | 9.90 |
Moneyness: | 1.22 |
Premium: | 0.01 |
Premium p.a.: | 0.37 |
Spread abs.: | -0.27 |
Spread %: | -12.44% |
Delta: | 0.90 |
Theta: | -0.01 |
Omega: | 4.62 |
Rho: | 0.00 |
Quote data
Open: | 1.9600 |
---|---|
High: | 1.9600 |
Low: | 1.8700 |
Previous Close: | 1.9600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +0.53% | ||
YTD | +172.46% | ||
1 Year | +469.70% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | 3.0800 | 0.5200 |
High (YTD): | 4/4/2024 | 3.0800 |
Low (YTD): | 1/19/2024 | 0.5200 |
52W High: | 4/4/2024 | 3.0800 |
52W Low: | 9/7/2023 | 0.3100 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | 1.5656 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9796 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | - | |
Volatility 6M: | 152.52% | |
Volatility 1Y: | 136.35% | |
Volatility 3Y: | - |