UC WAR. CALL 06/24 DTE/ DE000HC13Z39 /
| 2024-06-05 11:41:57 AM | Chg.- | Bid1:19:52 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7200EUR | - | 1.6500 Bid Size: 45,000 |
- Ask Size: 45,000 |
DT.TELEKOM AG NA | 21.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC13Z3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DT.TELEKOM AG NA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 21.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-10-24 |
| Last trading day: | 2024-06-05 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.63 |
|---|---|
| Intrinsic value: | 1.61 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.14 |
| Parity: | 1.61 |
| Time value: | 0.12 |
| Break-even: | 22.73 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.32 |
| Spread %: | 22.70% |
| Delta: | 0.87 |
| Theta: | -0.02 |
| Omega: | 11.38 |
| Rho: | 0.00 |
Quote data
| Open: | 1.4000 |
|---|---|
| High: | 1.7200 |
| Low: | 1.4000 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.55% | ||
|---|---|---|---|
| 1 Month | +43.33% | ||
| 3 Months | +60.75% | ||
| YTD | +30.30% | ||
| 1 Year | +102.35% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7200 | 1.3700 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 0.8000 |
| 6M High / 6M Low: | 2.5900 | 0.6300 |
| High (YTD): | 2024-01-22 | 2.5900 |
| Low (YTD): | 2024-04-18 | 0.6300 |
| 52W High: | 2024-01-22 | 2.5900 |
| 52W Low: | 2023-08-08 | 0.5400 |
| Avg. price 1W: | 1.5450 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1772 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4189 | |
| Avg. volume 6M: | 95.3934 | |
| Avg. price 1Y: | 1.2264 | |
| Avg. volume 1Y: | 46.1825 | |
| Volatility 1M: | 259.90% | |
| Volatility 6M: | 187.80% | |
| Volatility 1Y: | 156.73% | |
| Volatility 3Y: | - |
