UC WAR. CALL 06/24 SWF/ DE000HC727K7 /
| 2024-06-06 7:41:20 PM | Chg.-0.0600 | Bid9:34:48 PM | Ask9:34:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -13.33% | 0.3600 Bid Size: 15,000 |
0.3800 Ask Size: 15,000 |
Stanley Black and De... | 80.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC727K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Stanley Black and Decker Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.01 |
| Historic volatility: | 0.27 |
| Parity: | -0.24 |
| Time value: | 0.49 |
| Break-even: | 84.90 |
| Moneyness: | 0.97 |
| Premium: | 0.09 |
| Premium p.a.: | 11.32 |
| Spread abs.: | 0.04 |
| Spread %: | 8.89% |
| Delta: | 0.48 |
| Theta: | -0.23 |
| Omega: | 7.57 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3900 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.53% | ||
|---|---|---|---|
| 1 Month | -46.58% | ||
| 3 Months | -65.18% | ||
| YTD | -80.69% | ||
| 1 Year | -69.05% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 1.1200 | 0.3600 |
| 6M High / 6M Low: | 2.2800 | 0.3600 |
| High (YTD): | 2024-01-10 | 1.9000 |
| Low (YTD): | 2024-05-29 | 0.3600 |
| 52W High: | 2023-08-01 | 2.6100 |
| 52W Low: | 2024-05-29 | 0.3600 |
| Avg. price 1W: | 0.5140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7278 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2973 | |
| Avg. volume 6M: | 2.9600 | |
| Avg. price 1Y: | 1.4357 | |
| Avg. volume 1Y: | 1.4453 | |
| Volatility 1M: | 294.09% | |
| Volatility 6M: | 179.89% | |
| Volatility 1Y: | 152.85% | |
| Volatility 3Y: | - |
