UC WAR. CALL 06/24 RWE/ DE000HC30YN6 /
| 2024-05-30 9:40:54 AM | Chg.+0.0100 | Bid10:55:19 AM | Ask10:55:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +10.00% | 0.1200 Bid Size: 450,000 |
0.1300 Ask Size: 450,000 |
RWE AG INH O.N. | 34.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC30YN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RWE AG INH O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 34.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 31.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.21 |
| Parity: | 0.02 |
| Time value: | 0.09 |
| Break-even: | 35.10 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.01 |
| Spread %: | 10.00% |
| Delta: | 0.56 |
| Theta: | -0.03 |
| Omega: | 17.56 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0910 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0910 |
| Previous Close: | 0.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | +64.18% | ||
| 3 Months | +96.43% | ||
| YTD | -86.25% | ||
| 1 Year | -86.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.0980 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.0670 |
| 6M High / 6M Low: | 0.8600 | 0.0330 |
| High (YTD): | 2024-01-02 | 0.8000 |
| Low (YTD): | 2024-04-03 | 0.0330 |
| 52W High: | 2023-07-25 | 0.9200 |
| 52W Low: | 2024-04-03 | 0.0330 |
| Avg. price 1W: | 0.1276 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1338 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2779 | |
| Avg. volume 6M: | 103.0806 | |
| Avg. price 1Y: | 0.4521 | |
| Avg. volume 1Y: | 49.9297 | |
| Volatility 1M: | 387.90% | |
| Volatility 6M: | 274.22% | |
| Volatility 1Y: | 204.50% | |
| Volatility 3Y: | - |
