UC WAR. CALL 06/24 NDA/ DE000HC4YW22 /
| 5/31/2024 9:46:01 PM | Chg.0.0000 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | 0.00% | 0.0800 Bid Size: 12,000 |
0.1300 Ask Size: 12,000 |
AURUBIS AG | 80.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC4YW2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 3/14/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 59.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.33 |
| Parity: | -0.24 |
| Time value: | 0.13 |
| Break-even: | 81.30 |
| Moneyness: | 0.97 |
| Premium: | 0.05 |
| Premium p.a.: | 1.54 |
| Spread abs.: | 0.05 |
| Spread %: | 62.50% |
| Delta: | 0.36 |
| Theta: | -0.06 |
| Omega: | 21.50 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1100 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +77.42% | ||
|---|---|---|---|
| 1 Month | -45.00% | ||
| 3 Months | +10900.00% | ||
| YTD | -75.00% | ||
| 1 Year | -87.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0690 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.0120 |
| 6M High / 6M Low: | 0.7200 | 0.0010 |
| High (YTD): | 1/2/2024 | 0.3700 |
| Low (YTD): | 3/27/2024 | 0.0010 |
| 52W High: | 6/14/2023 | 1.4800 |
| 52W Low: | 3/27/2024 | 0.0010 |
| Avg. price 1W: | 0.0946 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1056 | |
| Avg. volume 1M: | 90.9091 | |
| Avg. price 6M: | 0.1732 | |
| Avg. volume 6M: | 39.9200 | |
| Avg. price 1Y: | 0.5214 | |
| Avg. volume 1Y: | 20.3320 | |
| Volatility 1M: | 852.52% | |
| Volatility 6M: | 3,411.28% | |
| Volatility 1Y: | 2,413.71% | |
| Volatility 3Y: | - |
