UC WAR. CALL 06/24 DWD/ DE000HC82TF3 /
| 2024-05-17 1:40:19 PM | Chg.-0.0070 | Bid2:23:55 PM | Ask2:23:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0680EUR | -9.33% | 0.0570 Bid Size: 30,000 |
0.0710 Ask Size: 30,000 |
MORGAN STANLEY D... | 105.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC82TF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MORGAN STANLEY DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-07-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 125.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.22 |
| Parity: | -1.34 |
| Time value: | 0.07 |
| Break-even: | 105.73 |
| Moneyness: | 0.87 |
| Premium: | 0.15 |
| Premium p.a.: | 3.87 |
| Spread abs.: | 0.01 |
| Spread %: | 7.35% |
| Delta: | 0.14 |
| Theta: | -0.04 |
| Omega: | 17.65 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0750 |
|---|---|
| High: | 0.0750 |
| Low: | 0.0680 |
| Previous Close: | 0.0750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.25% | ||
|---|---|---|---|
| 1 Month | +94.29% | ||
| 3 Months | +19.30% | ||
| YTD | -70.43% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0590 |
|---|---|---|
| 1M High / 1M Low: | 0.0900 | 0.0240 |
| 6M High / 6M Low: | 0.2300 | 0.0240 |
| High (YTD): | 2024-01-02 | 0.2300 |
| Low (YTD): | 2024-04-30 | 0.0240 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0750 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0436 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0762 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 299.44% | |
| Volatility 6M: | 336.00% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
