UC WAR. CALL 06/24 FIV/ DE000HC79PB6 /
| 07/06/2024 21:42:12 | Chg.+0.0500 | Bid21:59:45 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9600EUR | +2.62% | 2.0200 Bid Size: 10,000 |
- Ask Size: - |
Fiserv | 130.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC79PB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fiserv |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 09/06/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 1.02 |
| Implied volatility: | 1.48 |
| Historic volatility: | 0.15 |
| Parity: | 1.02 |
| Time value: | 0.94 |
| Break-even: | 149.60 |
| Moneyness: | 1.08 |
| Premium: | 0.07 |
| Premium p.a.: | 7.65 |
| Spread abs.: | -0.06 |
| Spread %: | -2.97% |
| Delta: | 0.66 |
| Theta: | -0.61 |
| Omega: | 4.76 |
| Rho: | 0.02 |
Quote data
| Open: | 1.8500 |
|---|---|
| High: | 1.9800 |
| Low: | 1.8500 |
| Previous Close: | 1.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.95% | ||
|---|---|---|---|
| 1 Month | -12.11% | ||
| 3 Months | -12.89% | ||
| YTD | +78.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9600 | 1.6900 |
|---|---|---|
| 1M High / 1M Low: | 2.3600 | 1.6900 |
| 6M High / 6M Low: | 2.9300 | 1.0000 |
| High (YTD): | 28/03/2024 | 2.9300 |
| Low (YTD): | 03/01/2024 | 1.0000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0148 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8921 | |
| Avg. volume 6M: | 8.7600 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.50% | |
| Volatility 6M: | 99.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
