UC WAR. CALL 06/24 ESL/ DE000HC7DZ70 /
| 22/05/2024 09:46:44 | Chg.0.0000 | Bid11:45:02 | Ask11:45:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0900EUR | 0.00% | 0.0660 Bid Size: 60,000 |
0.0810 Ask Size: 60,000 |
ESSILORLUXO. INH. EO... | 220.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC7DZ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 16/06/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 139.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | -1.07 |
| Time value: | 0.15 |
| Break-even: | 221.50 |
| Moneyness: | 0.95 |
| Premium: | 0.06 |
| Premium p.a.: | 1.09 |
| Spread abs.: | 0.07 |
| Spread %: | 87.50% |
| Delta: | 0.22 |
| Theta: | -0.07 |
| Omega: | 30.66 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0900 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | -35.71% | ||
| 3 Months | 0.00% | ||
| YTD | -18.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0870 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0530 |
| 6M High / 6M Low: | 0.4700 | 0.0480 |
| High (YTD): | 20/03/2024 | 0.4700 |
| Low (YTD): | 25/01/2024 | 0.0480 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0974 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0950 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1479 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 368.98% | |
| Volatility 6M: | 277.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
