UC WAR. CALL 06/24 HEN3/ DE000HC2P269 /
| 14/06/2024 21:40:17 | Chg.-0.1300 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3200EUR | -28.89% | 0.2700 Bid Size: 10,000 |
0.3400 Ask Size: 10,000 |
HENKEL AG+CO.KGAA VZ... | 80.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC2P26 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HENKEL AG+CO.KGAA VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 19/12/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.16 |
| Parity: | 0.31 |
| Time value: | 0.03 |
| Break-even: | 83.40 |
| Moneyness: | 1.04 |
| Premium: | 0.00 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.07 |
| Spread %: | 25.93% |
| Delta: | 0.83 |
| Theta: | -0.11 |
| Omega: | 20.30 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4600 |
| Low: | 0.3200 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.43% | ||
|---|---|---|---|
| 1 Month | -27.27% | ||
| 3 Months | +416.13% | ||
| YTD | +166.67% | ||
| 1 Year | -15.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.3200 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.3000 |
| 6M High / 6M Low: | 0.5000 | 0.0150 |
| High (YTD): | 20/05/2024 | 0.5000 |
| Low (YTD): | 04/03/2024 | 0.0150 |
| 52W High: | 20/05/2024 | 0.5000 |
| 52W Low: | 04/03/2024 | 0.0150 |
| Avg. price 1W: | 0.4400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4055 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1394 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1539 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 202.11% | |
| Volatility 6M: | 558.04% | |
| Volatility 1Y: | 412.11% | |
| Volatility 3Y: | - |
