UC WAR. CALL 06/24 BSD2/ DE000HC8EG89 /
13/05/2024 21:47:07 | Chg.-0.0070 | Bid21:59:53 | Ask21:59:53 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0590EUR | -10.61% | 0.0440 Bid Size: 25,000 |
0.0680 Ask Size: 25,000 |
BCO SANTANDER N.EO0,... | 5.00 EUR | 19/06/2024 | Call |
Master data
WKN: | HC8EG8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BCO SANTANDER N.EO0,5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.00 EUR |
Maturity: | 19/06/2024 |
Issue date: | 03/08/2023 |
Last trading day: | 18/06/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 63.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.23 |
Parity: | -0.27 |
Time value: | 0.07 |
Break-even: | 5.07 |
Moneyness: | 0.95 |
Premium: | 0.07 |
Premium p.a.: | 0.98 |
Spread abs.: | 0.02 |
Spread %: | 48.00% |
Delta: | 0.30 |
Theta: | 0.00 |
Omega: | 18.95 |
Rho: | 0.00 |
Quote data
Open: | 0.0590 |
---|---|
High: | 0.0590 |
Low: | 0.0590 |
Previous Close: | 0.0660 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +43.90% | ||
---|---|---|---|
1 Month | +47.50% | ||
3 Months | +1866.67% | ||
YTD | +73.53% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0750 | 0.0410 |
---|---|---|
1M High / 1M Low: | 0.1300 | 0.0330 |
6M High / 6M Low: | 0.1300 | 0.0010 |
High (YTD): | 29/04/2024 | 0.1300 |
Low (YTD): | 05/03/2024 | 0.0010 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0652 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0643 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0332 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 457.09% | |
Volatility 6M: | 932.13% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |