UC WAR. CALL 06/24 NEH/ DE000HC78YU0 /
| 2024-06-05 11:41:05 AM | Chg.- | Bid1:10:48 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2900EUR | - | 0.3000 Bid Size: 10,000 |
- Ask Size: 10,000 |
NetEase Inc | 90.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC78YU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NetEase Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-08 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.99 |
| Historic volatility: | 0.35 |
| Parity: | -0.37 |
| Time value: | 0.32 |
| Break-even: | 93.20 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 54.04 |
| Spread abs.: | -0.12 |
| Spread %: | -27.27% |
| Delta: | 0.41 |
| Theta: | -0.33 |
| Omega: | 11.00 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2900 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -72.64% | ||
| 3 Months | -86.26% | ||
| YTD | -72.12% | ||
| 1 Year | -84.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 0.1800 |
| 6M High / 6M Low: | 2.4500 | 0.1800 |
| High (YTD): | 2024-02-27 | 2.4500 |
| Low (YTD): | 2024-06-04 | 0.1800 |
| 52W High: | 2023-11-20 | 3.0400 |
| 52W Low: | 2024-06-04 | 0.1800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7072 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3358 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.7981 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 417.29% | |
| Volatility 6M: | 240.10% | |
| Volatility 1Y: | 181.77% | |
| Volatility 3Y: | - |
