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: | 3.65 |
Leverage: | Yes |
Calculated values
Fair value: | 3.31 |
---|---|
Intrinsic value: | 3.30 |
Implied volatility: | 2.29 |
Historic volatility: | 0.26 |
Parity: | 3.30 |
Time value: | 0.89 |
Break-even: | 16.19 |
Moneyness: | 1.27 |
Premium: | 0.06 |
Premium p.a.: | 5.59 |
Spread abs.: | 0.11 |
Spread %: | 2.70% |
Delta: | 0.79 |
Theta: | -0.08 |
Omega: | 2.89 |
Rho: | 0.00 |
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 | 0.00% | ||
---|---|---|---|
1 Month | +6.33% | ||
3 Months | +252.94% | ||
YTD | +241.46% | ||
1 Year | +467.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 4.2000 | 3.8400 |
6M High / 6M Low: | 4.6700 | 0.6600 |
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: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 3.9940 | |
Avg. volume 1M: | 2,000 | |
Avg. price 6M: | 1.8207 | |
Avg. volume 6M: | 93.4579 | |
Avg. price 1Y: | 1.1472 | |
Avg. volume 1Y: | 42.0168 | |
Volatility 1M: | 57.22% | |
Volatility 6M: | 159.01% | |
Volatility 1Y: | 146.30% | |
Volatility 3Y: | - |