UC WAR. CALL 06/24 DBK/ DE000HC2NZ08 /
| 2024-06-05 9:41:57 PM | Chg.-0.0010 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0750EUR | -1.32% | 0.0100 Bid Size: 12,000 |
0.3700 Ask Size: 12,000 |
DEUTSCHE BANK AG NA ... | 16.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2NZ0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 165.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | -0.97 |
| Time value: | 0.09 |
| Break-even: | 16.09 |
| Moneyness: | 0.94 |
| Premium: | 0.07 |
| Premium p.a.: | 4.96 |
| Spread abs.: | 0.05 |
| Spread %: | 106.82% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 29.51 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0760 |
|---|---|
| High: | 0.0760 |
| Low: | 0.0750 |
| Previous Close: | 0.0760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -50.00% | ||
|---|---|---|---|
| 1 Month | -67.39% | ||
| 3 Months | -9.64% | ||
| YTD | -60.53% | ||
| 1 Year | -58.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.0760 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.0760 |
| 6M High / 6M Low: | 1.0100 | 0.0590 |
| High (YTD): | 2024-04-25 | 1.0100 |
| Low (YTD): | 2024-02-15 | 0.0590 |
| 52W High: | 2024-04-25 | 1.0100 |
| 52W Low: | 2024-02-15 | 0.0590 |
| Avg. price 1W: | 0.1312 | |
| Avg. volume 1W: | 63,380 | |
| Avg. price 1M: | 0.2848 | |
| Avg. volume 1M: | 14,404.5455 | |
| Avg. price 6M: | 0.2010 | |
| Avg. volume 6M: | 2,998.7120 | |
| Avg. price 1Y: | 0.1654 | |
| Avg. volume 1Y: | 1,573.3516 | |
| Volatility 1M: | 369.59% | |
| Volatility 6M: | 353.25% | |
| Volatility 1Y: | 279.62% | |
| Volatility 3Y: | - |
