UC WAR. CALL 06/24 HEI/ DE000HC4RQ78 /
| 6/3/2024 9:41:15 PM | Chg.+0.0020 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0780EUR | +2.63% | 0.0530 Bid Size: 15,000 |
0.0910 Ask Size: 15,000 |
HEIDELBERG MATERIALS... | 100.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC4RQ7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 3/6/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 98.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.23 |
| Parity: | -0.43 |
| Time value: | 0.10 |
| Break-even: | 100.97 |
| Moneyness: | 0.96 |
| Premium: | 0.05 |
| Premium p.a.: | 2.38 |
| Spread abs.: | 0.04 |
| Spread %: | 64.41% |
| Delta: | 0.27 |
| Theta: | -0.07 |
| Omega: | 26.34 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0760 |
|---|---|
| High: | 0.1300 |
| Low: | 0.0760 |
| Previous Close: | 0.0760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -67.50% | ||
|---|---|---|---|
| 1 Month | -48.00% | ||
| 3 Months | -35.00% | ||
| YTD | -6.02% | ||
| 1 Year | -40.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.0760 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.0760 |
| 6M High / 6M Low: | 0.6400 | 0.0400 |
| High (YTD): | 3/28/2024 | 0.6400 |
| Low (YTD): | 1/3/2024 | 0.0550 |
| 52W High: | 3/28/2024 | 0.6400 |
| 52W Low: | 10/20/2023 | 0.0200 |
| Avg. price 1W: | 0.1376 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2166 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1694 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1308 | |
| Avg. volume 1Y: | 68.7953 | |
| Volatility 1M: | 439.09% | |
| Volatility 6M: | 313.68% | |
| Volatility 1Y: | 293.23% | |
| Volatility 3Y: | - |
