UC WAR. CALL 06/24 KBX/ DE000HC6R7V1 /
| 2024-05-08 9:45:38 AM | Chg.+0.2100 | Bid10:08:03 AM | Ask10:08:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | +36.21% | 0.7800 Bid Size: 40,000 |
0.8000 Ask Size: 40,000 |
KNORR-BREMSE AG INH... | 65.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC6R7V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KNORR-BREMSE AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.24 |
| Parity: | 0.46 |
| Time value: | 0.31 |
| Break-even: | 72.70 |
| Moneyness: | 1.07 |
| Premium: | 0.04 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.22 |
| Spread %: | 40.00% |
| Delta: | 0.69 |
| Theta: | -0.06 |
| Omega: | 6.22 |
| Rho: | 0.05 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.7900 |
| Low: | 0.6500 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +64.58% | ||
|---|---|---|---|
| 1 Month | +38.60% | ||
| 3 Months | +464.29% | ||
| YTD | +259.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.4500 |
| 6M High / 6M Low: | 0.7200 | 0.1000 |
| High (YTD): | 2024-04-03 | 0.7200 |
| Low (YTD): | 2024-01-19 | 0.1000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5525 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3211 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.82% | |
| Volatility 6M: | 226.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
