UC WAR. CALL 06/24 FTE/ DE000HC2P6Y3 /
| 5/22/2024 9:46:33 AM | Chg.-0.0230 | Bid11:43:29 AM | Ask11:43:29 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0300EUR | -43.40% | 0.0170 Bid Size: 80,000 |
0.0230 Ask Size: 80,000 |
ORANGE INH. ... | 11.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC2P6Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORANGE INH. EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 12/19/2022 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 142.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.12 |
| Historic volatility: | 0.13 |
| Parity: | -0.21 |
| Time value: | 0.08 |
| Break-even: | 11.08 |
| Moneyness: | 0.98 |
| Premium: | 0.03 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.03 |
| Spread %: | 76.74% |
| Delta: | 0.32 |
| Theta: | 0.00 |
| Omega: | 46.17 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0450 |
|---|---|
| High: | 0.0450 |
| Low: | 0.0300 |
| Previous Close: | 0.0530 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.18% | ||
|---|---|---|---|
| 1 Month | -90.63% | ||
| 3 Months | -91.67% | ||
| YTD | -88.89% | ||
| 1 Year | -97.06% | ||
| 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): | 1/23/2024 | 0.7300 |
| Low (YTD): | 5/7/2024 | 0.0290 |
| 52W High: | 5/23/2023 | 1.0700 |
| 52W Low: | 5/7/2024 | 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: | - |
