UC WAR. CALL 06/24 TII/ DE000HC6CB62 /
| 2024-05-10 1:40:46 PM | Chg.- | Bid2:21:28 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4500EUR | - | 2.5000 Bid Size: 4,000 |
- Ask Size: - |
TEXAS INSTR. ... | 160.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6CB6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TEXAS INSTR. DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-28 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.13 |
|---|---|
| Intrinsic value: | 2.11 |
| Implied volatility: | 1.07 |
| Historic volatility: | 0.22 |
| Parity: | 2.11 |
| Time value: | 0.49 |
| Break-even: | 186.00 |
| Moneyness: | 1.13 |
| Premium: | 0.03 |
| Premium p.a.: | 1.43 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.78 |
| Theta: | -0.47 |
| Omega: | 5.42 |
| Rho: | 0.03 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.4500 |
| Low: | 2.4000 |
| Previous Close: | 2.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +6.06% | ||
| 3 Months | +44.12% | ||
| YTD | +32.43% | ||
| 1 Year | -6.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.4700 | 2.3100 |
| 6M High / 6M Low: | 2.4700 | 0.7500 |
| High (YTD): | 2024-05-09 | 2.4700 |
| Low (YTD): | 2024-04-19 | 0.7500 |
| 52W High: | 2023-07-25 | 3.3100 |
| 52W Low: | 2023-11-09 | 0.6600 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.4100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4440 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.6857 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 86.49% | |
| Volatility 6M: | 189.74% | |
| Volatility 1Y: | 157.35% | |
| Volatility 3Y: | - |
