UC WAR. CALL 06/24 UWS/ DE000HC5N6U0 /
2024-06-06 9:42:20 PM | Chg.-0.1600 | Bid9:59:44 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8400EUR | -4.00% | 3.8800 Bid Size: 4,000 |
- Ask Size: - |
WASTE MANAGEMENT | 160.00 - | 2024-06-19 | Call |
Master data
WKN: | HC5N6U |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | WASTE MANAGEMENT |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-03-31 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.69 |
Leverage: | Yes |
Calculated values
Fair value: | 2.77 |
---|---|
Intrinsic value: | 2.75 |
Implied volatility: | 1.82 |
Historic volatility: | 0.14 |
Parity: | 2.75 |
Time value: | 1.25 |
Break-even: | 200.00 |
Moneyness: | 1.17 |
Premium: | 0.07 |
Premium p.a.: | 5.11 |
Spread abs.: | 0.01 |
Spread %: | 0.25% |
Delta: | 0.74 |
Theta: | -0.82 |
Omega: | 3.46 |
Rho: | 0.04 |
Quote data
Open: | 3.9600 |
---|---|
High: | 4.0300 |
Low: | 3.8200 |
Previous Close: | 4.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.29% | ||
---|---|---|---|
1 Month | -19.67% | ||
3 Months | -13.12% | ||
YTD | +78.60% | ||
1 Year | +128.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.4800 | 3.7500 |
---|---|---|
1M High / 1M Low: | 4.8600 | 3.7500 |
6M High / 6M Low: | 5.1100 | 1.8300 |
High (YTD): | 2024-03-27 | 5.1100 |
Low (YTD): | 2024-01-05 | 2.0800 |
52W High: | 2024-03-27 | 5.1100 |
52W Low: | 2023-10-02 | 0.8200 |
Avg. price 1W: | 4.0140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.4587 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.7613 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.6105 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 74.71% | |
Volatility 6M: | 74.59% | |
Volatility 1Y: | 93.68% | |
Volatility 3Y: | - |