UC WAR. CALL 12/24 BCO/ DE000HC6RGN9 /
| 5/17/2024 9:41:11 PM | Chg.+0.0900 | Bid9:55:50 PM | Ask9:55:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7800EUR | +5.33% | 1.7800 Bid Size: 20,000 |
1.7900 Ask Size: 20,000 |
BOEING CO. ... | 190.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC6RGN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BOEING CO. DL 5 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 5/16/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.27 |
| Parity: | -1.98 |
| Time value: | 1.79 |
| Break-even: | 207.90 |
| Moneyness: | 0.90 |
| Premium: | 0.22 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.01 |
| Spread %: | 0.56% |
| Delta: | 0.47 |
| Theta: | -0.06 |
| Omega: | 4.48 |
| Rho: | 0.37 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.7800 |
| Low: | 1.6300 |
| Previous Close: | 1.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.11% | ||
|---|---|---|---|
| 1 Month | +30.88% | ||
| 3 Months | -46.71% | ||
| YTD | -77.06% | ||
| 1 Year | -63.60% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7800 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 1.7800 | 1.0100 |
| 6M High / 6M Low: | 8.1100 | 1.0100 |
| High (YTD): | 1/2/2024 | 7.0800 |
| Low (YTD): | 4/24/2024 | 1.0100 |
| 52W High: | 12/15/2023 | 8.1100 |
| 52W Low: | 4/24/2024 | 1.0100 |
| Avg. price 1W: | 1.5980 | |
| Avg. volume 1W: | 102 | |
| Avg. price 1M: | 1.4138 | |
| Avg. volume 1M: | 38.8095 | |
| Avg. price 6M: | 3.6527 | |
| Avg. volume 6M: | 6.9758 | |
| Avg. price 1Y: | 4.1752 | |
| Avg. volume 1Y: | 3.3789 | |
| Volatility 1M: | 194.71% | |
| Volatility 6M: | 127.31% | |
| Volatility 1Y: | 106.88% | |
| Volatility 3Y: | - |
