UC WAR. CALL 06/24 SAX/ DE000HC7V9G1 /
| 2024-05-13 11:45:11 AM | Chg.- | Bid1:04:03 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | - | 1.8200 Bid Size: 25,000 |
- Ask Size: - |
STROEER SE + CO. KGA... | 45.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7V9G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-07-04 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 1.72 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.22 |
| Parity: | 1.72 |
| Time value: | 0.07 |
| Break-even: | 62.80 |
| Moneyness: | 1.38 |
| Premium: | 0.01 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 1.71% |
| Delta: | 0.93 |
| Theta: | -0.03 |
| Omega: | 3.25 |
| Rho: | 0.04 |
Quote data
| Open: | 1.8200 |
|---|---|
| High: | 1.8500 |
| Low: | 1.8200 |
| Previous Close: | 1.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.14% | ||
|---|---|---|---|
| 1 Month | +46.03% | ||
| 3 Months | +91.67% | ||
| YTD | +71.96% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8400 | 1.7500 |
|---|---|---|
| 1M High / 1M Low: | 1.8400 | 1.2600 |
| 6M High / 6M Low: | 1.8400 | 0.7900 |
| High (YTD): | 2024-05-13 | 1.8400 |
| Low (YTD): | 2024-03-01 | 0.7900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7933 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5484 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1069 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.84% | |
| Volatility 6M: | 83.37% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
