UC WAR. CALL 06/24 MUV2/ DE000HC94BD1 /
| 2024-05-31 9:41:46 PM | Chg.+0.3000 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1700EUR | +16.04% | 2.2400 Bid Size: 3,000 |
2.3100 Ask Size: 3,000 |
MUENCH.RUECKVERS.VNA... | 440.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC94BD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 440.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-07 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 1.79 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.17 |
| Parity: | 1.79 |
| Time value: | 0.52 |
| Break-even: | 463.10 |
| Moneyness: | 1.04 |
| Premium: | 0.01 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.07 |
| Spread %: | 3.13% |
| Delta: | 0.75 |
| Theta: | -0.29 |
| Omega: | 14.95 |
| Rho: | 0.16 |
Quote data
| Open: | 1.8700 |
|---|---|
| High: | 2.3800 |
| Low: | 1.8700 |
| Previous Close: | 1.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.89% | ||
|---|---|---|---|
| 1 Month | +502.78% | ||
| 3 Months | +117.00% | ||
| YTD | +623.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6000 | 1.8700 |
|---|---|---|
| 1M High / 1M Low: | 2.6000 | 0.1800 |
| 6M High / 6M Low: | 2.6000 | 0.1800 |
| High (YTD): | 2024-05-27 | 2.6000 |
| Low (YTD): | 2024-05-03 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6755 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8803 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 559.69% | |
| Volatility 6M: | 386.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
