UC WAR. CALL 06/24 REP/ DE000HC72270 /
| 2024-05-29 11:45:50 AM | Chg.- | Bid12:07:01 PM | Ask2024-05-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | - | 1.3200 Bid Size: 20,000 |
- Ask Size: 20,000 |
REPSOL S.A. INH. ... | 14.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7227 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | REPSOL S.A. INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-05-29 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 1.03 |
| Historic volatility: | 0.20 |
| Parity: | 0.57 |
| Time value: | 0.82 |
| Break-even: | 15.38 |
| Moneyness: | 1.04 |
| Premium: | 0.06 |
| Premium p.a.: | 4.24 |
| Spread abs.: | 0.31 |
| Spread %: | 28.97% |
| Delta: | 0.62 |
| Theta: | -0.04 |
| Omega: | 6.57 |
| Rho: | 0.00 |
Quote data
| Open: | 1.2800 |
|---|---|
| High: | 1.3500 |
| Low: | 1.2800 |
| Previous Close: | 1.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +48.35% | ||
| 3 Months | +26.17% | ||
| YTD | +107.69% | ||
| 1 Year | +5.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.8800 |
| 6M High / 6M Low: | 2.3700 | 0.5300 |
| High (YTD): | 2024-04-05 | 2.3700 |
| Low (YTD): | 2024-01-23 | 0.5300 |
| 52W High: | 2023-09-28 | 2.5000 |
| 52W Low: | 2024-01-23 | 0.5300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.0500 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0959 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2614 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 141.74% | |
| Volatility 6M: | 161.84% | |
| Volatility 1Y: | 139.78% | |
| Volatility 3Y: | - |
