UC WAR. CALL 06/24 NDA/ DE000HC71UG2 /
| 2024-05-21 11:47:07 AM | Chg.- | Bid12:04:04 PM | Ask2024-05-21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | - | 0.8900 Bid Size: 25,000 |
- Ask Size: 20,000 |
AURUBIS AG | 70.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC71UG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-05-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 3.01 |
| Historic volatility: | 0.32 |
| Parity: | 0.09 |
| Time value: | 0.84 |
| Break-even: | 79.30 |
| Moneyness: | 1.01 |
| Premium: | 0.12 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.09 |
| Spread %: | 10.71% |
| Delta: | 0.58 |
| Theta: | -1.10 |
| Omega: | 4.41 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.0200 |
| Low: | 0.8900 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +14.10% | ||
| 3 Months | +456.25% | ||
| YTD | -1.11% | ||
| 1 Year | -56.16% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.0200 | 0.7800 |
| 6M High / 6M Low: | 1.2700 | 0.0590 |
| High (YTD): | 2024-05-20 | 1.0200 |
| Low (YTD): | 2024-03-05 | 0.0590 |
| 52W High: | 2023-07-31 | 2.1000 |
| 52W Low: | 2024-03-05 | 0.0590 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.9025 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4398 | |
| Avg. volume 6M: | 1,037.7358 | |
| Avg. price 1Y: | 0.9100 | |
| Avg. volume 1Y: | 464.1350 | |
| Volatility 1M: | 254.12% | |
| Volatility 6M: | 283.63% | |
| Volatility 1Y: | 211.75% | |
| Volatility 3Y: | - |
