UC WAR. CALL 06/24 R6C0/ DE000HC3BVC2 /
| 2024-05-06 1:46:49 PM | Chg.- | Bid1:50:06 PM | Ask2024-05-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | - | 0.3400 Bid Size: 300,000 |
- Ask Size: 300,000 |
SHELL PLC | 30.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC3BVC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | SHELL PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-23 |
| Last trading day: | 2024-05-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 1.06 |
| Historic volatility: | 0.18 |
| Parity: | 0.16 |
| Time value: | 0.19 |
| Break-even: | 34.00 |
| Moneyness: | 1.05 |
| Premium: | 0.06 |
| Premium p.a.: | 3.39 |
| Spread abs.: | 0.02 |
| Spread %: | 6.06% |
| Delta: | 0.64 |
| Theta: | -0.09 |
| Omega: | 5.88 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3300 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +6.25% | ||
| 3 Months | +431.25% | ||
| YTD | +126.67% | ||
| 1 Year | +126.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.3400 |
| 6M High / 6M Low: | 0.4000 | 0.0560 |
| High (YTD): | 2024-04-12 | 0.4000 |
| Low (YTD): | 2024-01-23 | 0.0560 |
| 52W High: | 2024-04-12 | 0.4000 |
| 52W Low: | 2024-01-23 | 0.0560 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.3400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1600 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1769 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 173.33% | |
| Volatility 1Y: | 154.14% | |
| Volatility 3Y: | - |
