UC WAR. CALL 06/24 ESL/ DE000HC7TYB1 /
2024-05-22 9:45:17 AM | Chg.-0.0700 | Bid10:48:41 AM | Ask10:48:41 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0000EUR | -3.38% | 1.8900 Bid Size: 25,000 |
1.9000 Ask Size: 25,000 |
ESSILORLUXO. INH. EO... | 190.00 - | 2024-06-19 | Call |
Master data
WKN: | HC7TYB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ESSILORLUXO. INH. EO -,18 |
Type: | Warrant |
Option type: | Call |
Strike price: | 190.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-06-30 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.87 |
Leverage: | Yes |
Calculated values
Fair value: | 1.99 |
---|---|
Intrinsic value: | 1.93 |
Implied volatility: | 0.34 |
Historic volatility: | 0.18 |
Parity: | 1.93 |
Time value: | 0.19 |
Break-even: | 211.20 |
Moneyness: | 1.10 |
Premium: | 0.01 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.07 |
Spread %: | 3.41% |
Delta: | 0.87 |
Theta: | -0.09 |
Omega: | 8.57 |
Rho: | 0.12 |
Quote data
Open: | 2.0000 |
---|---|
High: | 2.0000 |
Low: | 2.0000 |
Previous Close: | 2.0700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.09% | ||
---|---|---|---|
1 Month | +28.21% | ||
3 Months | +106.19% | ||
YTD | +163.16% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0700 | 1.7700 |
---|---|---|
1M High / 1M Low: | 2.0700 | 1.1700 |
6M High / 6M Low: | 2.4900 | 0.4400 |
High (YTD): | 2024-03-20 | 2.4900 |
Low (YTD): | 2024-01-17 | 0.4400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.6205 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2053 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 172.11% | |
Volatility 6M: | 162.33% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |