UC WAR. CALL 06/24 MUV2/ DE000HC2P6L0 /
2024-06-07 8:00:58 AM | Chg.-0.070 | Bid8:20:46 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
11.150EUR | -0.62% | 11.170 Bid Size: 2,000 |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... | 350.00 EUR | 2024-06-19 | Call |
Master data
WKN: | HC2P6L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MUENCH.RUECKVERS.VNA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2022-12-19 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.22 |
Leverage: | Yes |
Calculated values
Fair value: | 10.70 |
---|---|
Intrinsic value: | 10.65 |
Implied volatility: | 0.85 |
Historic volatility: | 0.17 |
Parity: | 10.65 |
Time value: | 0.17 |
Break-even: | 458.20 |
Moneyness: | 1.30 |
Premium: | 0.00 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.26 |
Spread %: | 2.46% |
Delta: | 0.96 |
Theta: | -0.27 |
Omega: | 4.05 |
Rho: | 0.12 |
Quote data
Open: | 11.150 |
---|---|
High: | 11.150 |
Low: | 11.150 |
Previous Close: | 11.220 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.92% | ||
---|---|---|---|
1 Month | +54.86% | ||
3 Months | +26.85% | ||
YTD | +189.61% | ||
1 Year | +356.97% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 11.220 | 10.150 |
---|---|---|
1M High / 1M Low: | 11.360 | 7.200 |
6M High / 6M Low: | 11.360 | 3.680 |
High (YTD): | 2024-05-27 | 11.360 |
Low (YTD): | 2024-01-11 | 3.680 |
52W High: | 2024-05-27 | 11.360 |
52W Low: | 2023-07-10 | 1.950 |
Avg. price 1W: | 10.776 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 10.386 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.197 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.344 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 102.02% | |
Volatility 6M: | 114.14% | |
Volatility 1Y: | 101.85% | |
Volatility 3Y: | - |