UC WAR. CALL 06/24 RWE/ DE000HC2W505 /
2024-05-30 11:42:03 AM | Chg.+0.0030 | Bid12:48:58 PM | Ask12:48:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0290EUR | +11.54% | 0.0290 Bid Size: 700,000 |
0.0340 Ask Size: 700,000 |
RWE AG INH O.N. | 36.00 - | 2024-06-19 | Call |
Master data
WKN: | HC2W50 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RWE AG INH O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 36.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-01-04 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 122.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.21 |
Parity: | -0.18 |
Time value: | 0.03 |
Break-even: | 36.28 |
Moneyness: | 0.95 |
Premium: | 0.06 |
Premium p.a.: | 1.89 |
Spread abs.: | 0.01 |
Spread %: | 33.33% |
Delta: | 0.23 |
Theta: | -0.02 |
Omega: | 28.18 |
Rho: | 0.00 |
Quote data
Open: | 0.0230 |
---|---|
High: | 0.0290 |
Low: | 0.0230 |
Previous Close: | 0.0260 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.14% | ||
---|---|---|---|
1 Month | -6.45% | ||
3 Months | +7.41% | ||
YTD | -95.32% | ||
1 Year | -95.67% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0470 | 0.0260 |
---|---|---|
1M High / 1M Low: | 0.1100 | 0.0260 |
6M High / 6M Low: | 0.6900 | 0.0180 |
High (YTD): | 2024-01-02 | 0.6300 |
Low (YTD): | 2024-04-03 | 0.0180 |
52W High: | 2023-07-25 | 0.7600 |
52W Low: | 2024-04-03 | 0.0180 |
Avg. price 1W: | 0.0362 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0520 | |
Avg. volume 1M: | 285.7143 | |
Avg. price 6M: | 0.1940 | |
Avg. volume 6M: | 48.3871 | |
Avg. price 1Y: | 0.3436 | |
Avg. volume 1Y: | 38.1953 | |
Volatility 1M: | 431.94% | |
Volatility 6M: | 279.74% | |
Volatility 1Y: | 210.25% | |
Volatility 3Y: | - |