UC WAR. CALL 06/24 UWS/ DE000HC5N6U0 /
2024-06-14 9:41:23 PM | Chg.+0.2800 | Bid9:59:29 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.0900EUR | +7.35% | 4.0800 Bid Size: 1,000 |
- 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: | 4.66 |
Leverage: | Yes |
Calculated values
Fair value: | 3.03 |
---|---|
Intrinsic value: | 3.02 |
Implied volatility: | 3.10 |
Historic volatility: | 0.15 |
Parity: | 3.02 |
Time value: | 1.06 |
Break-even: | 200.80 |
Moneyness: | 1.19 |
Premium: | 0.06 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.76 |
Theta: | -2.42 |
Omega: | 3.53 |
Rho: | 0.01 |
Quote data
Open: | 3.7600 |
---|---|
High: | 4.0900 |
Low: | 3.6900 |
Previous Close: | 3.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.36% | ||
---|---|---|---|
1 Month | -10.11% | ||
3 Months | -14.79% | ||
YTD | +90.23% | ||
1 Year | +131.07% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0900 | 3.7900 |
---|---|---|
1M High / 1M Low: | 4.8200 | 3.7400 |
6M High / 6M Low: | 5.1100 | 1.8900 |
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: | 3.8840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.2278 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.8510 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.6614 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 79.81% | |
Volatility 6M: | 70.68% | |
Volatility 1Y: | 93.72% | |
Volatility 3Y: | - |