UC WAR. CALL 06/25 VNA/ DE000HC986Y0 /
| 2024-05-27 9:41:23 PM | Chg.0.0000 | Bid9:59:35 PM | Ask9:59:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | 0.00% | 0.4400 Bid Size: 8,000 |
0.5500 Ask Size: 8,000 |
VONOVIA SE NA O.N. | 45.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC986Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VONOVIA SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-09-13 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 50.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.37 |
| Parity: | -17.15 |
| Time value: | 0.55 |
| Break-even: | 45.55 |
| Moneyness: | 0.62 |
| Premium: | 0.64 |
| Premium p.a.: | 0.59 |
| Spread abs.: | 0.11 |
| Spread %: | 25.00% |
| Delta: | 0.13 |
| Theta: | 0.00 |
| Omega: | 6.70 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4700 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.99% | ||
|---|---|---|---|
| 1 Month | +36.11% | ||
| 3 Months | -18.33% | ||
| YTD | -62.02% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.3700 |
| 6M High / 6M Low: | 1.3500 | 0.2500 |
| High (YTD): | 2024-01-02 | 1.1800 |
| Low (YTD): | 2024-04-17 | 0.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5747 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7018 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 216.15% | |
| Volatility 6M: | 169.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
