UC WAR. CALL 06/24 FIV/ DE000HC79PB6 /
| 5/16/2024 9:42:09 PM | Chg.-0.1400 | Bid9:59:08 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2200EUR | -5.93% | 2.1700 Bid Size: 10,000 |
- Ask Size: - |
Fiserv | 130.00 USD | 6/19/2024 | Call |
Master data
| WKN: | HC79PB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fiserv |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 USD |
| Maturity: | 6/19/2024 |
| Issue date: | 6/9/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.34 |
|---|---|
| Intrinsic value: | 2.30 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.15 |
| Parity: | 2.30 |
| Time value: | 0.06 |
| Break-even: | 142.99 |
| Moneyness: | 1.19 |
| Premium: | 0.00 |
| Premium p.a.: | 0.05 |
| Spread abs.: | -0.01 |
| Spread %: | -0.42% |
| Delta: | 0.97 |
| Theta: | -0.03 |
| Omega: | 5.82 |
| Rho: | 0.11 |
Quote data
| Open: | 2.3100 |
|---|---|
| High: | 2.4100 |
| Low: | 2.2200 |
| Previous Close: | 2.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.53% | ||
|---|---|---|---|
| 1 Month | +20.65% | ||
| 3 Months | +9.36% | ||
| YTD | +101.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.3600 | 2.2500 |
|---|---|---|
| 1M High / 1M Low: | 2.5400 | 1.7900 |
| 6M High / 6M Low: | 2.9300 | 0.6700 |
| High (YTD): | 3/28/2024 | 2.9300 |
| Low (YTD): | 1/3/2024 | 1.0000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1624 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7552 | |
| Avg. volume 6M: | 8.8306 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.39% | |
| Volatility 6M: | 98.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
