UC WAR. CALL 06/25 BEI/ DE000HC7J8C8 /
| 2024-06-14 1:41:56 PM | Chg.+0.0600 | Bid2:25:50 PM | Ask2:25:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6900EUR | +3.68% | 1.6800 Bid Size: 45,000 |
1.6900 Ask Size: 45,000 |
BEIERSDORF AG O.N. | 140.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7J8C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.42 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.14 |
| Parity: | 0.53 |
| Time value: | 1.12 |
| Break-even: | 156.50 |
| Moneyness: | 1.04 |
| Premium: | 0.08 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 1.85% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 6.04 |
| Rho: | 0.84 |
Quote data
| Open: | 1.6400 |
|---|---|
| High: | 1.6900 |
| Low: | 1.6400 |
| Previous Close: | 1.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.32% | ||
|---|---|---|---|
| 1 Month | -1.17% | ||
| 3 Months | +60.95% | ||
| YTD | +33.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7000 | 1.5700 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.4800 |
| 6M High / 6M Low: | 1.8400 | 0.7900 |
| High (YTD): | 2024-05-10 | 1.8400 |
| Low (YTD): | 2024-04-10 | 0.7900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6291 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3057 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.14% | |
| Volatility 6M: | 89.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
