UC WAR. CALL 06/24 PHI1/ DE000HC2W414 /
| 2024-05-06 1:46:24 PM | Chg.- | Bid2:29:49 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | - | 0.9900 Bid Size: 125,000 |
- Ask Size: - |
KONINKL. PHILIPS EO ... | 15.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2W41 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KONINKL. PHILIPS EO -,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 2.37 |
| Historic volatility: | 0.37 |
| Parity: | 0.93 |
| Time value: | 0.06 |
| Break-even: | 24.90 |
| Moneyness: | 1.62 |
| Premium: | 0.03 |
| Premium p.a.: | 1.03 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.90 |
| Theta: | -0.07 |
| Omega: | 2.22 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0000 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9900 |
| Previous Close: | 0.9900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +147.50% | ||
| YTD | +50.00% | ||
| 1 Year | +120.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.9900 |
| 6M High / 6M Low: | 1.0100 | 0.3500 |
| High (YTD): | 2024-04-30 | 1.0100 |
| Low (YTD): | 2024-02-21 | 0.3500 |
| 52W High: | 2024-04-30 | 1.0100 |
| 52W Low: | 2023-10-26 | 0.3300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.9900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5177 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5115 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 185.85% | |
| Volatility 1Y: | 139.06% | |
| Volatility 3Y: | - |
