UC WAR. CALL 06/24 FTE/ DE000HC2P6Y3 /
2024-05-21 9:46:56 PM | Chg.-0.0100 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0530EUR | -15.87% | 0.0430 Bid Size: 10,000 |
0.0760 Ask Size: 10,000 |
ORANGE INH. ... | 11.00 - | 2024-06-19 | Call |
Master data
WKN: | HC2P6Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ORANGE INH. EO 4 |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-12-19 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 120.39 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.12 |
Historic volatility: | 0.13 |
Parity: | -0.17 |
Time value: | 0.09 |
Break-even: | 11.09 |
Moneyness: | 0.99 |
Premium: | 0.02 |
Premium p.a.: | 0.34 |
Spread abs.: | 0.03 |
Spread %: | 57.89% |
Delta: | 0.37 |
Theta: | 0.00 |
Omega: | 44.09 |
Rho: | 0.00 |
Quote data
Open: | 0.0630 |
---|---|
High: | 0.0630 |
Low: | 0.0530 |
Previous Close: | 0.0630 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.92% | ||
---|---|---|---|
1 Month | -83.44% | ||
3 Months | -85.28% | ||
YTD | -80.37% | ||
1 Year | -94.80% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0630 | 0.0510 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.0290 |
6M High / 6M Low: | 0.7600 | 0.0290 |
High (YTD): | 2024-01-23 | 0.7300 |
Low (YTD): | 2024-05-07 | 0.0290 |
52W High: | 2023-05-23 | 1.0700 |
52W Low: | 2024-05-07 | 0.0290 |
Avg. price 1W: | 0.0568 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0701 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3310 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4579 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 364.88% | |
Volatility 6M: | 240.91% | |
Volatility 1Y: | 188.63% | |
Volatility 3Y: | - |