UC WAR. CALL 06/24 INN1/ DE000HC2P2Y2 /
| 06/05/2024 13:45:48 | Chg.- | Bid14:31:05 | Ask06/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.2000EUR | - | 4.2600 Bid Size: 40,000 |
- Ask Size: 45,000 |
ING GROEP NV EO... | 11.9201 - | 19/06/2024 | Call |
Master data
| WKN: | HC2P2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ING GROEP NV EO -,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.92 - |
| Maturity: | 19/06/2024 |
| Issue date: | 19/12/2022 |
| Last trading day: | 07/05/2024 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.49 |
|---|---|
| Intrinsic value: | 4.47 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 4.47 |
| Time value: | -0.30 |
| Break-even: | 16.06 |
| Moneyness: | 1.37 |
| Premium: | -0.02 |
| Premium p.a.: | -0.35 |
| Spread abs.: | -0.06 |
| Spread %: | -1.42% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 4.1200 |
|---|---|
| High: | 4.2000 |
| Low: | 4.1200 |
| Previous Close: | 4.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +1.94% | ||
| 3 Months | +230.71% | ||
| YTD | +110.00% | ||
| 1 Year | +178.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.2000 | 4.2000 |
| 6M High / 6M Low: | 4.2000 | 0.6400 |
| High (YTD): | 06/05/2024 | 4.2000 |
| Low (YTD): | 08/02/2024 | 0.6400 |
| 52W High: | 06/05/2024 | 4.2000 |
| 52W Low: | 08/02/2024 | 0.6400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.2000 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0387 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8539 | |
| Avg. volume 1Y: | 9.1915 | |
| Volatility 1M: | - | |
| Volatility 6M: | 131.49% | |
| Volatility 1Y: | 112.17% | |
| Volatility 3Y: | - |
