UC WAR. CALL 06/24 GZF/ DE000HC2P0A6 /
| 2024-06-04 9:45:52 PM | Chg.-0.1100 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -15.94% | 0.5600 Bid Size: 6,000 |
0.6000 Ask Size: 6,000 |
ENGIE S.A. INH. ... | 15.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P0A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENGIE S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.16 |
| Parity: | 0.53 |
| Time value: | 0.19 |
| Break-even: | 15.72 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.04 |
| Spread %: | 5.88% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 15.72 |
| Rho: | 0.00 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.6300 |
| Low: | 0.5300 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.45% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +23.40% | ||
| YTD | -59.44% | ||
| 1 Year | -40.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.4800 |
| 6M High / 6M Low: | 1.8800 | 0.2500 |
| High (YTD): | 2024-01-10 | 1.8800 |
| Low (YTD): | 2024-02-09 | 0.2500 |
| 52W High: | 2024-01-10 | 1.8800 |
| 52W Low: | 2024-02-09 | 0.2500 |
| Avg. price 1W: | 0.5960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7645 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8910 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0262 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 239.16% | |
| Volatility 6M: | 199.48% | |
| Volatility 1Y: | 164.26% | |
| Volatility 3Y: | - |
