UC WAR. CALL 06/24 GOB/ DE000HC6S7F3 /
| 2024-05-20 11:46:09 AM | Chg.- | Bid12:03:36 PM | Ask2024-05-20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | - | 0.6900 Bid Size: 45,000 |
- Ask Size: 45,000 |
ST GOBAIN ... | 75.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6S7F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ST GOBAIN EO 4 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-17 |
| Last trading day: | 2024-05-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.22 |
| Parity: | 0.47 |
| Time value: | 0.23 |
| Break-even: | 82.00 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 1.59 |
| Spread abs.: | 0.03 |
| Spread %: | 4.48% |
| Delta: | 0.70 |
| Theta: | -0.18 |
| Omega: | 7.95 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6800 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +4.55% | ||
| 3 Months | +430.77% | ||
| YTD | +228.57% | ||
| 1 Year | +430.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.6300 |
| 6M High / 6M Low: | 0.7800 | 0.0740 |
| High (YTD): | 2024-05-15 | 0.7800 |
| Low (YTD): | 2024-01-19 | 0.0740 |
| 52W High: | 2024-05-15 | 0.7800 |
| 52W Low: | 2023-10-26 | 0.0060 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.6857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2147 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1551 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 154.41% | |
| Volatility 6M: | 342.55% | |
| Volatility 1Y: | 523.83% | |
| Volatility 3Y: | - |
