UC WAR. CALL 06/24 BSD2/ DE000HC722F8 /
| 5/2/2024 1:16:54 PM | Chg.- | Bid1:21:44 PM | Ask5/2/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | - | 1.0900 Bid Size: 80,000 |
- Ask Size: 80,000 |
BCO SANTANDER N.EO0,... | 3.50 - | 6/19/2024 | Call |
Master data
| WKN: | HC722F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO SANTANDER N.EO0,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.50 - |
| Maturity: | 6/19/2024 |
| Issue date: | 5/30/2023 |
| Last trading day: | 5/2/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 1.29 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 1.29 |
| Time value: | -0.18 |
| Break-even: | 4.61 |
| Moneyness: | 1.37 |
| Premium: | -0.04 |
| Premium p.a.: | -0.52 |
| Spread abs.: | 0.02 |
| Spread %: | 1.83% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1200 |
| Low: | 1.0900 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -1.80% | ||
| 3 Months | +159.52% | ||
| YTD | +127.08% | ||
| 1 Year | +354.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 1.0900 |
| 6M High / 6M Low: | 1.3500 | 0.3000 |
| High (YTD): | 4/26/2024 | 1.3500 |
| Low (YTD): | 1/29/2024 | 0.3000 |
| 52W High: | 4/26/2024 | 1.3500 |
| 52W Low: | 6/23/2023 | 0.2100 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.1000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6234 | |
| Avg. volume 6M: | 2.1429 | |
| Avg. price 1Y: | 0.4861 | |
| Avg. volume 1Y: | 1.9068 | |
| Volatility 1M: | - | |
| Volatility 6M: | 119.24% | |
| Volatility 1Y: | 116.37% | |
| Volatility 3Y: | - |
