UC WAR. CALL 06/24 DBK/ DE000HC1DBQ4 /
| 5/10/2024 1:41:50 PM | Chg.- | Bid2:19:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6300EUR | - | 4.6400 Bid Size: 80,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 11.25 - | 6/19/2024 | Call |
Master data
| WKN: | HC1DBQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.25 - |
| Maturity: | 6/19/2024 |
| Issue date: | 11/2/2022 |
| Last trading day: | 5/13/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.13 |
|---|---|
| Intrinsic value: | 4.11 |
| Implied volatility: | 1.81 |
| Historic volatility: | 0.26 |
| Parity: | 4.11 |
| Time value: | 0.54 |
| Break-even: | 15.90 |
| Moneyness: | 1.37 |
| Premium: | 0.04 |
| Premium p.a.: | 1.31 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.85 |
| Theta: | -0.04 |
| Omega: | 2.81 |
| Rho: | 0.00 |
Quote data
| Open: | 4.7000 |
|---|---|
| High: | 4.7000 |
| Low: | 4.6300 |
| Previous Close: | 4.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +15.17% | ||
| 3 Months | +178.92% | ||
| YTD | +170.76% | ||
| 1 Year | +382.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.8100 | 4.3900 |
| 6M High / 6M Low: | 5.4100 | 1.0300 |
| High (YTD): | 4/25/2024 | 5.4100 |
| Low (YTD): | 2/9/2024 | 1.0300 |
| 52W High: | 4/25/2024 | 5.4100 |
| 52W Low: | 10/24/2023 | 0.5100 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.6600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2850 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4814 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 86.00% | |
| Volatility 6M: | 135.16% | |
| Volatility 1Y: | 131.68% | |
| Volatility 3Y: | - |
