UC WAR. CALL 06/24 HEI/ DE000HC2P1Y4 /
| 2024-05-13 11:41:22 AM | Chg.- | Bid1:03:32 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2200EUR | - | 2.2100 Bid Size: 45,000 |
- Ask Size: - |
HEIDELBERG MATERIALS... | 80.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P1Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.52 |
|---|---|
| Intrinsic value: | 1.51 |
| Implied volatility: | 1.94 |
| Historic volatility: | 0.22 |
| Parity: | 1.51 |
| Time value: | 0.62 |
| Break-even: | 101.30 |
| Moneyness: | 1.19 |
| Premium: | 0.06 |
| Premium p.a.: | 5.78 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.75 |
| Theta: | -0.45 |
| Omega: | 3.34 |
| Rho: | 0.02 |
Quote data
| Open: | 2.2600 |
|---|---|
| High: | 2.2600 |
| Low: | 2.2200 |
| Previous Close: | 2.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +22.65% | ||
| 3 Months | +96.46% | ||
| YTD | +252.38% | ||
| 1 Year | +344.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.2600 | 1.7700 |
| 6M High / 6M Low: | 2.2600 | 0.4500 |
| High (YTD): | 2024-05-10 | 2.2600 |
| Low (YTD): | 2024-01-03 | 0.5100 |
| 52W High: | 2024-05-10 | 2.2600 |
| 52W Low: | 2023-11-06 | 0.1800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.0100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1476 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7603 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 137.05% | |
| Volatility 6M: | 142.41% | |
| Volatility 1Y: | 147.82% | |
| Volatility 3Y: | - |
