UC WAR. CALL 06/24 BYG/ DE000HC7DY06 /
2024-06-05 1:45:34 PM | Chg.- | Bid2:24:41 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | - | 0.9600 Bid Size: 8,000 |
- Ask Size: 8,000 |
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: | 2024-06-05 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 38.53 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.45 |
Implied volatility: | 0.25 |
Historic volatility: | 0.18 |
Parity: | 0.45 |
Time value: | 0.47 |
Break-even: | 35.92 |
Moneyness: | 1.01 |
Premium: | 0.01 |
Premium p.a.: | 0.49 |
Spread abs.: | 0.10 |
Spread %: | 12.20% |
Delta: | 0.63 |
Theta: | -0.03 |
Omega: | 24.21 |
Rho: | 0.01 |
Quote data
Open: | 1.1500 |
---|---|
High: | 1.1500 |
Low: | 0.8400 |
Previous Close: | 1.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.89% | ||
---|---|---|---|
1 Month | -11.93% | ||
3 Months | -57.52% | ||
YTD | -40.37% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6000 | 0.9600 |
---|---|---|
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: | 1.2333 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3081 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8365 | |
Avg. volume 6M: | .5691 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 310.22% | |
Volatility 6M: | 238.99% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |