UC WAR. CALL 06/24 DBK/ DE000HC1B352 /
| 2024-05-15 11:41:12 AM | Chg.- | Bid11:56:29 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | - | - Bid Size: 80,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 12.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC1B35 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-10-31 |
| Last trading day: | 2024-05-15 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.10 |
|---|---|
| Intrinsic value: | 4.06 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.26 |
| Parity: | 4.06 |
| Time value: | 0.13 |
| Break-even: | 16.19 |
| Moneyness: | 1.34 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.11 |
| Spread %: | 2.70% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 3.60 |
| Rho: | 0.01 |
Quote data
| Open: | 4.0600 |
|---|---|
| High: | 4.2000 |
| Low: | 4.0600 |
| Previous Close: | 4.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.33% | ||
|---|---|---|---|
| 1 Month | +62.16% | ||
| 3 Months | +425.00% | ||
| YTD | +241.46% | ||
| 1 Year | +483.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2000 | 3.8400 |
|---|---|---|
| 1M High / 1M Low: | 4.6700 | 2.5900 |
| 6M High / 6M Low: | 4.6700 | 0.6500 |
| High (YTD): | 2024-04-25 | 4.6700 |
| Low (YTD): | 2024-02-09 | 0.6600 |
| 52W High: | 2024-04-25 | 4.6700 |
| 52W Low: | 2023-10-24 | 0.3600 |
| Avg. price 1W: | 3.9940 | |
| Avg. volume 1W: | 2,000 | |
| Avg. price 1M: | 3.5543 | |
| Avg. volume 1M: | 476.1905 | |
| Avg. price 6M: | 1.6805 | |
| Avg. volume 6M: | 80.6452 | |
| Avg. price 1Y: | 1.1206 | |
| Avg. volume 1Y: | 39.0625 | |
| Volatility 1M: | 186.01% | |
| Volatility 6M: | 152.61% | |
| Volatility 1Y: | 143.37% | |
| Volatility 3Y: | - |
