UC WAR. CALL 06/24 DBK/ DE000HC0Y737 /
| 2024-05-06 1:42:02 PM | Chg.- | Bid2:30:26 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.540EUR | - | 5.580 Bid Size: 60,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 10.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC0Y73 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-10-19 |
| Last trading day: | 2024-05-07 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.04 |
|---|---|
| Intrinsic value: | 5.03 |
| Implied volatility: | 2.41 |
| Historic volatility: | 0.26 |
| Parity: | 5.03 |
| Time value: | 0.62 |
| Break-even: | 15.65 |
| Moneyness: | 1.50 |
| Premium: | 0.04 |
| Premium p.a.: | 1.89 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.86 |
| Theta: | -0.06 |
| Omega: | 2.30 |
| Rho: | 0.00 |
Quote data
| Open: | 5.290 |
|---|---|
| High: | 5.540 |
| Low: | 5.290 |
| Previous Close: | 5.270 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +5.12% | ||
| 3 Months | +100.72% | ||
| YTD | +105.95% | ||
| 1 Year | +276.87% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.540 | 5.540 |
| 6M High / 6M Low: | 6.650 | 1.920 |
| High (YTD): | 2024-04-25 | 6.650 |
| Low (YTD): | 2024-02-09 | 1.920 |
| 52W High: | 2024-04-25 | 6.650 |
| 52W Low: | 2023-10-24 | 0.920 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.540 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.259 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.207 | |
| Avg. volume 1Y: | 3.830 | |
| Volatility 1M: | - | |
| Volatility 6M: | 100.35% | |
| Volatility 1Y: | 106.13% | |
| Volatility 3Y: | - |
