UC WAR. CALL 06/25 BEI/ DE000HC7J8D6 /
2024-06-14 9:40:51 AM | Chg.+0.0300 | Bid10:04:32 AM | Ask10:04:32 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6900EUR | +4.55% | 0.6800 Bid Size: 80,000 |
0.6900 Ask Size: 80,000 |
BEIERSDORF AG O.N. | 160.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7J8D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 160.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-21 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 21.37 |
Leverage: | Yes |
Calculated values
Fair value: | 0.48 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.14 |
Parity: | -1.47 |
Time value: | 0.68 |
Break-even: | 166.80 |
Moneyness: | 0.91 |
Premium: | 0.15 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.03 |
Spread %: | 4.62% |
Delta: | 0.40 |
Theta: | -0.02 |
Omega: | 8.62 |
Rho: | 0.52 |
Quote data
Open: | 0.6600 |
---|---|
High: | 0.6900 |
Low: | 0.6600 |
Previous Close: | 0.6600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.55% | ||
---|---|---|---|
1 Month | -5.48% | ||
3 Months | +60.47% | ||
YTD | +16.95% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7100 | 0.6300 |
---|---|---|
1M High / 1M Low: | 0.7600 | 0.5900 |
6M High / 6M Low: | 0.8300 | 0.3200 |
High (YTD): | 2024-05-10 | 0.8300 |
Low (YTD): | 2024-04-10 | 0.3200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6778 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5735 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 92.01% | |
Volatility 6M: | 113.23% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |