UC WAR. CALL 06/24 ESL/ DE000HC7DZ62 /
| 2024-05-21 9:46:15 PM | Chg.+0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1500EUR | +0.88% | 1.1300 Bid Size: 4,000 |
1.2000 Ask Size: 4,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DZ6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | 0.96 |
| Time value: | 0.20 |
| Break-even: | 211.60 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.07 |
| Spread %: | 6.42% |
| Delta: | 0.81 |
| Theta: | -0.08 |
| Omega: | 14.55 |
| Rho: | 0.12 |
Quote data
| Open: | 1.1400 |
|---|---|
| High: | 1.1500 |
| Low: | 1.0500 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.48% | ||
|---|---|---|---|
| 1 Month | +38.55% | ||
| 3 Months | +134.69% | ||
| YTD | +173.81% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1500 | 0.9200 |
|---|---|---|
| 1M High / 1M Low: | 1.1500 | 0.5300 |
| 6M High / 6M Low: | 1.6500 | 0.2200 |
| High (YTD): | 2024-03-20 | 1.6500 |
| Low (YTD): | 2024-01-23 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8448 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6769 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 255.15% | |
| Volatility 6M: | 202.15% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
