UC WAR. CALL 06/24 TNE5/ DE000HC7DL01 /
| 2024-05-31 1:47:16 PM | Chg.+0.0100 | Bid2:59:23 PM | Ask2:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | +3.70% | 0.2800 Bid Size: 50,000 |
0.2900 Ask Size: 50,000 |
TELEFONICA INH. ... | 4.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DL0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TELEFONICA INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.19 |
| Parity: | 0.26 |
| Time value: | 0.07 |
| Break-even: | 4.33 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.11 |
| Spread %: | 50.00% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 9.82 |
| Rho: | 0.00 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2600 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +55.56% | ||
|---|---|---|---|
| 1 Month | +3.70% | ||
| 3 Months | +194.74% | ||
| YTD | +283.56% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1600 |
| 6M High / 6M Low: | 0.3300 | 0.0430 |
| High (YTD): | 2024-05-07 | 0.3300 |
| Low (YTD): | 2024-02-16 | 0.0430 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1490 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 308.02% | |
| Volatility 6M: | 236.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
