UC WAR. CALL 06/24 KBX/ DE000HC6R7V1 /
16/05/2024 11:46:09 | Chg.- | Bid13:13:27 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0400EUR | - | 1.0600 Bid Size: 35,000 |
- Ask Size: - |
KNORR-BREMSE AG INH... | 65.00 - | 19/06/2024 | 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 - |
Maturity: | 19/06/2024 |
Issue date: | 16/05/2023 |
Last trading day: | 16/05/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.95 |
---|---|
Intrinsic value: | 0.93 |
Implied volatility: | 0.53 |
Historic volatility: | 0.24 |
Parity: | 0.93 |
Time value: | 0.14 |
Break-even: | 75.60 |
Moneyness: | 1.14 |
Premium: | 0.02 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.18 |
Spread %: | 20.45% |
Delta: | 0.83 |
Theta: | -0.05 |
Omega: | 5.81 |
Rho: | 0.04 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.0400 |
Low: | 1.0100 |
Previous Close: | 1.0100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.22% | ||
---|---|---|---|
1 Month | +131.11% | ||
3 Months | +593.33% | ||
YTD | +372.73% | ||
1 Year | -8.77% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0400 | 0.9000 |
---|---|---|
1M High / 1M Low: | 1.0400 | 0.4500 |
6M High / 6M Low: | 1.0400 | 0.1000 |
High (YTD): | 16/05/2024 | 1.0400 |
Low (YTD): | 19/01/2024 | 0.1000 |
52W High: | 30/06/2023 | 1.1600 |
52W Low: | 19/01/2024 | 0.1000 |
Avg. price 1W: | 0.9725 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6984 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3644 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4854 | |
Avg. volume 1Y: | 1.1811 | |
Volatility 1M: | 263.78% | |
Volatility 6M: | 237.14% | |
Volatility 1Y: | 191.24% | |
Volatility 3Y: | - |