UC WAR. CALL 06/24 HDB/ DE000HC71YB5 /
| 2024-05-06 1:46:07 PM | Chg.- | Bid2:29:11 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1400EUR | - | 3.1800 Bid Size: 4,000 |
- Ask Size: - |
AZIMUT | 22.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC71YB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AZIMUT |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-05-07 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.82 |
|---|---|
| Intrinsic value: | 2.76 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.19 |
| Parity: | 2.76 |
| Time value: | 0.45 |
| Break-even: | 25.21 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.82 |
| Theta: | -0.02 |
| Omega: | 6.29 |
| Rho: | 0.01 |
Quote data
| Open: | 2.8900 |
|---|---|
| High: | 3.1400 |
| Low: | 2.8900 |
| Previous Close: | 2.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +11.35% | ||
| 3 Months | -34.03% | ||
| YTD | +27.13% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.1400 | 2.7700 |
| 6M High / 6M Low: | 5.4500 | 1.3800 |
| High (YTD): | 2024-03-06 | 5.4500 |
| Low (YTD): | 2024-04-19 | 2.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.8783 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1959 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.67% | |
| Volatility 6M: | 119.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
