UC WAR. CALL 06/24 MTX/ DE000HC2P681 /
| 2024-05-31 5:41:43 PM | Chg.-0.0390 | Bid2024-05-31 | Ask2024-05-31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0010EUR | -97.50% | 0.0010 Bid Size: 10,000 |
- Ask Size: 35,000 |
MTU AERO ENGINES NA ... | 250.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P68 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MTU AERO ENGINES NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.27 |
| Parity: | -1.91 |
| Time value: | 1.19 |
| Break-even: | 261.90 |
| Moneyness: | 0.92 |
| Premium: | 0.13 |
| Premium p.a.: | 10.25 |
| Spread abs.: | 1.18 |
| Spread %: | 11,800.00% |
| Delta: | 0.39 |
| Theta: | -0.49 |
| Omega: | 7.64 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0010 |
|---|---|
| High: | 0.0500 |
| Low: | 0.0010 |
| Previous Close: | 0.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -99.00% | ||
|---|---|---|---|
| 1 Month | -99.41% | ||
| 3 Months | -99.67% | ||
| YTD | -99.38% | ||
| 1 Year | -99.94% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1000 | 0.0290 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0290 |
| 6M High / 6M Low: | 0.6700 | 0.0290 |
| High (YTD): | 2024-04-02 | 0.6700 |
| Low (YTD): | 2024-05-29 | 0.0290 |
| 52W High: | 2023-06-20 | 2.4700 |
| 52W Low: | 2024-05-29 | 0.0290 |
| Avg. price 1W: | 0.0738 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1427 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2775 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6011 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 422.90% | |
| Volatility 6M: | 305.43% | |
| Volatility 1Y: | 272.88% | |
| Volatility 3Y: | - |
