UC WAR. CALL 06/24 DBK/ DE000HC13Z13 /
| 2024-05-23 11:40:35 AM | Chg.- | Bid12:20:18 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6100EUR | - | 4.6000 Bid Size: 90,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 11.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC13Z1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-10-24 |
| Last trading day: | 2024-05-23 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.31 |
|---|---|
| Intrinsic value: | 4.30 |
| Implied volatility: | 1.82 |
| Historic volatility: | 0.26 |
| Parity: | 4.30 |
| Time value: | 0.32 |
| Break-even: | 15.62 |
| Moneyness: | 1.39 |
| Premium: | 0.02 |
| Premium p.a.: | 1.00 |
| Spread abs.: | 0.15 |
| Spread %: | 3.36% |
| Delta: | 0.89 |
| Theta: | -0.04 |
| Omega: | 2.93 |
| Rho: | 0.00 |
Quote data
| Open: | 4.5500 |
|---|---|
| High: | 4.6100 |
| Low: | 4.5500 |
| Previous Close: | 4.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -6.68% | ||
| 3 Months | +134.01% | ||
| YTD | +143.92% | ||
| 1 Year | +330.84% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.0800 | 4.5100 |
| 6M High / 6M Low: | 5.6600 | 1.1900 |
| High (YTD): | 2024-04-25 | 5.6600 |
| Low (YTD): | 2024-02-09 | 1.1900 |
| 52W High: | 2024-04-25 | 5.6600 |
| 52W Low: | 2023-10-24 | 0.5700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.7927 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7063 | |
| Avg. volume 6M: | .3982 | |
| Avg. price 1Y: | 1.7489 | |
| Avg. volume 1Y: | 12.7746 | |
| Volatility 1M: | 42.72% | |
| Volatility 6M: | 124.04% | |
| Volatility 1Y: | 124.40% | |
| Volatility 3Y: | - |
