UC WAR. CALL 06/24 BYG/ DE000HC7DY06 /
| 2024-06-04 1:46:15 PM | Chg.-0.5300 | Bid1:56:15 PM | Ask1:56:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0700EUR | -33.13% | 1.0800 Bid Size: 6,000 |
1.1000 Ask Size: 6,000 |
Bouygues | 35.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DY0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.42 |
|---|---|
| Intrinsic value: | 1.25 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.18 |
| Parity: | 1.25 |
| Time value: | 0.44 |
| Break-even: | 36.69 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.11 |
| Spread %: | 6.96% |
| Delta: | 0.73 |
| Theta: | -0.03 |
| Omega: | 15.67 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.4800 |
| Low: | 1.0700 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.15% | ||
|---|---|---|---|
| 1 Month | -31.41% | ||
| 3 Months | -46.50% | ||
| YTD | -33.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6000 | 1.0000 |
|---|---|---|
| 1M High / 1M Low: | 1.8100 | 0.9000 |
| 6M High / 6M Low: | 3.4400 | 0.8000 |
| High (YTD): | 2024-03-21 | 3.4400 |
| Low (YTD): | 2024-02-13 | 0.8000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8672 | |
| Avg. volume 6M: | .5600 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 322.77% | |
| Volatility 6M: | 233.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
