UC WAR. CALL 06/24 DBK/ DE000HC2W1W9 /
| 2024-05-09 11:40:52 AM | Chg.- | Bid1:22:29 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8400EUR | - | 2.8700 Bid Size: 80,000 |
- Ask Size: - |
DEUTSCHE BANK AG NA ... | 13.20 - | 2024-06-19 | Call |
Master data
| WKN: | HC2W1W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DEUTSCHE BANK AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.20 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-05-09 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.85 |
|---|---|
| Intrinsic value: | 1.83 |
| Implied volatility: | 1.65 |
| Historic volatility: | 0.26 |
| Parity: | 1.83 |
| Time value: | 1.05 |
| Break-even: | 16.08 |
| Moneyness: | 1.14 |
| Premium: | 0.07 |
| Premium p.a.: | 4.86 |
| Spread abs.: | 0.14 |
| Spread %: | 5.11% |
| Delta: | 0.71 |
| Theta: | -0.06 |
| Omega: | 3.73 |
| Rho: | 0.00 |
Quote data
| Open: | 2.8100 |
|---|---|
| High: | 2.8500 |
| Low: | 2.8100 |
| Previous Close: | 2.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +36.54% | ||
| 3 Months | +456.86% | ||
| YTD | +317.65% | ||
| 1 Year | +491.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.8700 | 2.4500 |
| 6M High / 6M Low: | 3.4700 | 0.3000 |
| High (YTD): | 2024-04-25 | 3.4700 |
| Low (YTD): | 2024-02-20 | 0.3000 |
| 52W High: | 2024-04-25 | 3.4700 |
| 52W Low: | 2023-10-24 | 0.2100 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.7475 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9952 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6432 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 161.83% | |
| Volatility 6M: | 209.77% | |
| Volatility 1Y: | 175.39% | |
| Volatility 3Y: | - |
