UC WAR. CALL 06/24 R6C0/ DE000HC2VVG3 /
| 2024-05-09 11:45:37 AM | Chg.- | Bid1:15:48 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | - | 0.9100 Bid Size: 300,000 |
- Ask Size: - |
SHELL PLC | 25.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2VVG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SHELL PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 25.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-04 |
| Last trading day: | 2024-05-09 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.72 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 2.07 |
| Historic volatility: | 0.18 |
| Parity: | 0.71 |
| Time value: | 0.19 |
| Break-even: | 34.00 |
| Moneyness: | 1.29 |
| Premium: | 0.06 |
| Premium p.a.: | 3.39 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.80 |
| Theta: | -0.13 |
| Omega: | 2.84 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.8900 |
| Low: | 0.8800 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +2.30% | ||
| 3 Months | +89.36% | ||
| YTD | +67.92% | ||
| 1 Year | +134.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.8700 |
| 6M High / 6M Low: | 0.9200 | 0.3400 |
| High (YTD): | 2024-04-12 | 0.9200 |
| Low (YTD): | 2024-01-22 | 0.3400 |
| 52W High: | 2024-04-12 | 0.9200 |
| 52W Low: | 2024-01-22 | 0.3400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.8800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5819 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5460 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 41.50% | |
| Volatility 6M: | 70.88% | |
| Volatility 1Y: | 76.13% | |
| Volatility 3Y: | - |
