UC WAR. CALL 06/24 CAT1/ DE000HC4EGV5 /
| 2024-05-16 11:41:15 AM | Chg.- | Bid1:12:31 PM | Ask2024-05-16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9400EUR | - | 3.7100 Bid Size: 2,000 |
- Ask Size: 2,000 |
CATERPILLAR INC. ... | 320.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC4EGV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CATERPILLAR INC. DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-23 |
| Last trading day: | 2024-05-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 2.40 |
| Historic volatility: | 0.24 |
| Parity: | -1.48 |
| Time value: | 3.98 |
| Break-even: | 359.80 |
| Moneyness: | 0.95 |
| Premium: | 0.18 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.85 |
| Spread %: | 27.16% |
| Delta: | 0.53 |
| Theta: | -2.56 |
| Omega: | 4.03 |
| Rho: | 0.03 |
Quote data
| Open: | 3.9400 |
|---|---|
| High: | 3.9400 |
| Low: | 3.9400 |
| Previous Close: | 3.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +10.06% | ||
| 3 Months | +28.76% | ||
| YTD | +198.48% | ||
| 1 Year | +556.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.9400 | 3.5800 |
| 6M High / 6M Low: | 5.9800 | 0.4100 |
| High (YTD): | 2024-04-05 | 5.9800 |
| Low (YTD): | 2024-01-17 | 0.6500 |
| 52W High: | 2024-04-05 | 5.9800 |
| 52W Low: | 2023-11-09 | 0.2300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.7820 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6094 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.7011 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 28.19% | |
| Volatility 6M: | 224.00% | |
| Volatility 1Y: | 207.14% | |
| Volatility 3Y: | - |
