UC WAR. CALL 06/24 PCE1/ DE000HC544T7 /
| 5/6/2024 1:41:00 PM | Chg.- | Bid2:25:12 PM | Ask5/6/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9000EUR | - | 3.9200 Bid Size: 1,000 |
- Ask Size: 1,000 |
BOOKING HLDGS DL... | 3,200.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC544T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BOOKING HLDGS DL-,008 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,200.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 3/17/2023 |
| Last trading day: | 5/7/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.14 |
|---|---|
| Intrinsic value: | 2.99 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.24 |
| Parity: | 2.99 |
| Time value: | 0.89 |
| Break-even: | 3,588.00 |
| Moneyness: | 1.09 |
| Premium: | 0.03 |
| Premium p.a.: | 0.44 |
| Spread abs.: | -0.05 |
| Spread %: | -1.27% |
| Delta: | 0.76 |
| Theta: | -3.49 |
| Omega: | 6.82 |
| Rho: | 1.55 |
Quote data
| Open: | 3.8900 |
|---|---|
| High: | 3.9100 |
| Low: | 3.8000 |
| Previous Close: | 3.8900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +6.27% | ||
| 3 Months | -2.50% | ||
| YTD | -22.77% | ||
| 1 Year | +107.45% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.9000 | 2.9600 |
| 6M High / 6M Low: | 7.5200 | 2.4800 |
| High (YTD): | 2/22/2024 | 7.5200 |
| Low (YTD): | 5/2/2024 | 2.9600 |
| 52W High: | 2/22/2024 | 7.5200 |
| 52W Low: | 5/31/2023 | 1.4500 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.5033 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3248 | |
| Avg. volume 6M: | 1.8182 | |
| Avg. price 1Y: | 3.4169 | |
| Avg. volume 1Y: | 6.0415 | |
| Volatility 1M: | 240.57% | |
| Volatility 6M: | 143.79% | |
| Volatility 1Y: | 138.49% | |
| Volatility 3Y: | - |
