UC WAR. CALL 06/24 DWS/ DE000HC89AZ6 /
| 2024-05-28 9:45:32 PM | Chg.+0.1500 | Bid9:59:29 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4600EUR | +4.53% | 3.3500 Bid Size: 1,000 |
- Ask Size: - |
DWS GROUP GMBH+CO.KG... | 39.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC89AZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DWS GROUP GMBH+CO.KGAA ON |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 39.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-07-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.49 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 3.36 |
| Time value: | -0.21 |
| Break-even: | 42.65 |
| Moneyness: | 1.09 |
| Premium: | 0.00 |
| Premium p.a.: | -0.08 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.2600 |
|---|---|
| High: | 3.6900 |
| Low: | 3.2600 |
| Previous Close: | 3.3100 |
| Turnover: | 296.8400 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.62% | ||
|---|---|---|---|
| 1 Month | +78.35% | ||
| 3 Months | +174.60% | ||
| YTD | +311.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4300 | 2.6900 |
|---|---|---|
| 1M High / 1M Low: | 3.4300 | 1.4800 |
| 6M High / 6M Low: | 3.4300 | 0.0240 |
| High (YTD): | 2024-05-24 | 3.4300 |
| Low (YTD): | 2024-02-13 | 0.7200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0280 | |
| Avg. volume 1W: | 16.4000 | |
| Avg. price 1M: | 2.4965 | |
| Avg. volume 1M: | 4.1000 | |
| Avg. price 6M: | 1.5522 | |
| Avg. volume 6M: | 1.9839 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.06% | |
| Volatility 6M: | 1,043.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
