UC WAR. CALL 06/24 BSD2/ DE000HC8EG89 /
| 5/31/2024 9:45:15 AM | Chg.+0.0030 | Bid10:00:22 AM | Ask10:00:22 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0330EUR | +10.00% | 0.0330 Bid Size: 175,000 |
0.0380 Ask Size: 175,000 |
BCO SANTANDER N.EO0,... | 5.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC8EG8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO SANTANDER N.EO0,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 8/3/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 49.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.23 |
| Parity: | -0.21 |
| Time value: | 0.10 |
| Break-even: | 5.10 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 2.31 |
| Spread abs.: | 0.10 |
| Spread %: | 9,500.00% |
| Delta: | 0.34 |
| Theta: | 0.00 |
| Omega: | 17.12 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0330 |
| Low: | 0.0300 |
| Previous Close: | 0.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.94% | ||
|---|---|---|---|
| 1 Month | -40.00% | ||
| 3 Months | +1550.00% | ||
| YTD | -2.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0340 | 0.0240 |
|---|---|---|
| 1M High / 1M Low: | 0.0750 | 0.0240 |
| 6M High / 6M Low: | 0.1300 | 0.0010 |
| High (YTD): | 4/29/2024 | 0.1300 |
| Low (YTD): | 3/5/2024 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0306 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0535 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0345 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 361.22% | |
| Volatility 6M: | 935.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
