UC WAR. CALL 06/24 ORC/ DE000HC49450 /
| 14/06/2024 21:40:27 | Chg.-0.1500 | Bid21:59:45 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6900EUR | -8.15% | 1.6900 Bid Size: 6,000 |
- Ask Size: - |
ORACLE CORP. D... | 120.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC4945 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ORACLE CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 20/02/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 2.28 |
| Historic volatility: | 0.31 |
| Parity: | 0.90 |
| Time value: | 0.79 |
| Break-even: | 136.90 |
| Moneyness: | 1.08 |
| Premium: | 0.06 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.66 |
| Theta: | -1.41 |
| Omega: | 5.08 |
| Rho: | 0.01 |
Quote data
| Open: | 1.8600 |
|---|---|
| High: | 1.8600 |
| Low: | 1.6700 |
| Previous Close: | 1.8400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +125.33% | ||
|---|---|---|---|
| 1 Month | +201.79% | ||
| 3 Months | +64.08% | ||
| YTD | +333.33% | ||
| 1 Year | -12.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.8700 | 0.2900 |
| 6M High / 6M Low: | 1.8700 | 0.2800 |
| High (YTD): | 12/06/2024 | 1.8700 |
| Low (YTD): | 05/01/2024 | 0.2800 |
| 52W High: | 15/06/2023 | 1.9300 |
| 52W Low: | 14/12/2023 | 0.2600 |
| Avg. price 1W: | 1.3420 | |
| Avg. volume 1W: | 206.6000 | |
| Avg. price 1M: | 0.7435 | |
| Avg. volume 1M: | 44.9130 | |
| Avg. price 6M: | 0.6152 | |
| Avg. volume 6M: | 504.6560 | |
| Avg. price 1Y: | 0.8291 | |
| Avg. volume 1Y: | 246.4141 | |
| Volatility 1M: | 693.45% | |
| Volatility 6M: | 361.87% | |
| Volatility 1Y: | 283.88% | |
| Volatility 3Y: | - |
