UC WAR. CALL 06/24 ESL/ DE000HC82HQ5 /
22/05/2024 13:46:06 | Chg.-0.0500 | Bid15:16:26 | Ask15:16:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3800EUR | -11.63% | 0.3900 Bid Size: 50,000 |
0.4000 Ask Size: 50,000 |
ESSILORLUXO. INH. EO... | 210.00 - | 19/06/2024 | Call |
Master data
WKN: | HC82HQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ESSILORLUXO. INH. EO -,18 |
Type: | Warrant |
Option type: | Call |
Strike price: | 210.00 - |
Maturity: | 19/06/2024 |
Issue date: | 17/07/2023 |
Last trading day: | 18/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 42.71 |
Leverage: | Yes |
Calculated values
Fair value: | 0.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | -0.07 |
Time value: | 0.49 |
Break-even: | 214.90 |
Moneyness: | 1.00 |
Premium: | 0.03 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.07 |
Spread %: | 16.67% |
Delta: | 0.51 |
Theta: | -0.10 |
Omega: | 21.74 |
Rho: | 0.08 |
Quote data
Open: | 0.4200 |
---|---|
High: | 0.4200 |
Low: | 0.3600 |
Previous Close: | 0.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.32% | ||
---|---|---|---|
1 Month | +5.56% | ||
3 Months | +80.95% | ||
YTD | +72.73% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4400 | 0.3300 |
---|---|---|
1M High / 1M Low: | 0.4400 | 0.1900 |
6M High / 6M Low: | 0.9500 | 0.1100 |
High (YTD): | 20/03/2024 | 0.9500 |
Low (YTD): | 25/01/2024 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3257 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3310 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 330.39% | |
Volatility 6M: | 235.07% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |