UC WAR. CALL 06/24 DBK/ DE000HC1B337 /
| 2024-05-10 1:40:46 PM | Chg.- | Bid2:19:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.620EUR | - | 5.640 Bid Size: 80,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 10.25 - | 2024-06-19 | Call |
Master data
| WKN: | HC1B33 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.25 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-10-31 |
| Last trading day: | 2024-05-13 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.77 |
|---|---|
| Intrinsic value: | 4.76 |
| Implied volatility: | 2.79 |
| Historic volatility: | 0.26 |
| Parity: | 4.76 |
| Time value: | 0.89 |
| Break-even: | 15.90 |
| Moneyness: | 1.46 |
| Premium: | 0.06 |
| Premium p.a.: | 4.04 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.84 |
| Theta: | -0.08 |
| Omega: | 2.23 |
| Rho: | 0.00 |
Quote data
| Open: | 5.690 |
|---|---|
| High: | 5.690 |
| Low: | 5.620 |
| Previous Close: | 5.690 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +4.27% | ||
| 3 Months | +126.61% | ||
| YTD | +126.61% | ||
| 1 Year | +293.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 5.810 | 5.390 |
| 6M High / 6M Low: | 6.400 | 1.720 |
| High (YTD): | 2024-04-25 | 6.400 |
| Low (YTD): | 2024-02-09 | 1.720 |
| 52W High: | 2024-04-25 | 6.400 |
| 52W Low: | 2023-10-24 | 0.820 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.658 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.146 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.100 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 70.64% | |
| Volatility 6M: | 106.30% | |
| Volatility 1Y: | 110.52% | |
| Volatility 3Y: | - |
