UC WAR. CALL 06/24 BSD2/ DE000HC8EG89 /
| 28/05/2024 17:46:16 | Chg.-0.0030 | Bid19:21:06 | Ask19:21:06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0310EUR | -8.82% | 0.0240 Bid Size: 50,000 |
0.0360 Ask Size: 50,000 |
BCO SANTANDER N.EO0,... | 5.00 - | 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 - |
| Maturity: | 19/06/2024 |
| Issue date: | 03/08/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 108.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.23 |
| Parity: | -0.24 |
| Time value: | 0.04 |
| Break-even: | 5.04 |
| Moneyness: | 0.95 |
| Premium: | 0.06 |
| Premium p.a.: | 1.62 |
| Spread abs.: | 0.02 |
| Spread %: | 120.00% |
| Delta: | 0.25 |
| Theta: | 0.00 |
| Omega: | 26.63 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0340 |
|---|---|
| High: | 0.0340 |
| Low: | 0.0310 |
| Previous Close: | 0.0340 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -50.00% | ||
|---|---|---|---|
| 1 Month | -74.17% | ||
| 3 Months | +3000.00% | ||
| YTD | -8.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0620 | 0.0340 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0340 |
| 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: | 0.0460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0611 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0348 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 411.55% | |
| Volatility 6M: | 937.01% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
