UC WAR. CALL 06/24 LEG/ DE000HC721J2 /
2024-05-07 11:45:18 AM | Chg.- | Bid12:07:04 PM | Ask2024-05-07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9700EUR | - | 0.9600 Bid Size: 20,000 |
- Ask Size: 20,000 |
LEG IMMOBILIEN SE NA... | 75.00 - | 2024-06-19 | Call |
Master data
WKN: | HC721J |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | LEG IMMOBILIEN SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-05-30 |
Last trading day: | 2024-05-07 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.85 |
---|---|
Intrinsic value: | 0.82 |
Implied volatility: | 0.70 |
Historic volatility: | 0.36 |
Parity: | 0.82 |
Time value: | 0.15 |
Break-even: | 84.70 |
Moneyness: | 1.11 |
Premium: | 0.02 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.04 |
Spread %: | 4.30% |
Delta: | 0.80 |
Theta: | -0.12 |
Omega: | 6.87 |
Rho: | 0.02 |
Quote data
Open: | 0.8900 |
---|---|
High: | 0.9700 |
Low: | 0.8900 |
Previous Close: | 0.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +12.79% | ||
3 Months | +273.08% | ||
YTD | -9.35% | ||
1 Year | +340.91% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.9700 | 0.8900 |
6M High / 6M Low: | 1.0900 | 0.2500 |
High (YTD): | 2024-01-02 | 0.9800 |
Low (YTD): | 2024-02-28 | 0.2500 |
52W High: | 2023-12-28 | 1.0900 |
52W Low: | 2023-10-27 | 0.1800 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.9300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6010 | |
Avg. volume 6M: | 8.1333 | |
Avg. price 1Y: | 0.5276 | |
Avg. volume 1Y: | 46.2542 | |
Volatility 1M: | - | |
Volatility 6M: | 210.04% | |
Volatility 1Y: | 207.07% | |
Volatility 3Y: | - |