UC WAR. CALL 06/24 BSD2/ DE000HC722G6 /
| 5/9/2024 11:45:05 AM | Chg.- | Bid1:08:16 PM | Ask5/9/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | - | 0.7700 Bid Size: 70,000 |
- Ask Size: 70,000 |
BCO SANTANDER N.EO0,... | 4.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC722G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BCO SANTANDER N.EO0,5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 5/30/2023 |
| Last trading day: | 5/9/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.23 |
| Parity: | 0.75 |
| Time value: | 0.03 |
| Break-even: | 4.78 |
| Moneyness: | 1.19 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 5.76 |
| Rho: | 0.00 |
Quote data
| Open: | 0.8000 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7700 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.75% | ||
|---|---|---|---|
| 1 Month | +71.11% | ||
| 3 Months | +670.00% | ||
| YTD | +266.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 0.8500 | 0.4100 |
| 6M High / 6M Low: | 0.8500 | 0.0890 |
| High (YTD): | 4/26/2024 | 0.8500 |
| Low (YTD): | 2/16/2024 | 0.0890 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7850 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6522 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3055 | |
| Avg. volume 6M: | 101.6529 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 198.24% | |
| Volatility 6M: | 165.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
