UC WAR. CALL 12/24 BCO/ DE000HC6RGP4 /
2024-06-04 11:40:51 AM | Chg.+0.0400 | Bid1:35:52 PM | Ask1:35:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4500EUR | +2.84% | 1.4300 Bid Size: 14,000 |
1.4600 Ask Size: 14,000 |
BOEING CO. ... | 195.00 - | 2024-12-18 | Call |
Master data
WKN: | HC6RGP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BOEING CO. DL 5 |
Type: | Warrant |
Option type: | Call |
Strike price: | 195.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-05-16 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.92 |
Leverage: | Yes |
Calculated values
Fair value: | 0.63 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.48 |
Historic volatility: | 0.28 |
Parity: | -2.58 |
Time value: | 1.55 |
Break-even: | 210.50 |
Moneyness: | 0.87 |
Premium: | 0.24 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.01 |
Spread %: | 0.65% |
Delta: | 0.43 |
Theta: | -0.06 |
Omega: | 4.70 |
Rho: | 0.31 |
Quote data
Open: | 1.4500 |
---|---|
High: | 1.4500 |
Low: | 1.4500 |
Previous Close: | 1.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.19% | ||
---|---|---|---|
1 Month | +4.32% | ||
3 Months | -48.40% | ||
YTD | -80.38% | ||
1 Year | -71.84% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4100 | 1.0000 |
---|---|---|
1M High / 1M Low: | 1.6600 | 1.0000 |
6M High / 6M Low: | 7.7400 | 0.8700 |
High (YTD): | 2024-01-02 | 6.7200 |
Low (YTD): | 2024-04-24 | 0.8700 |
52W High: | 2023-12-15 | 7.7400 |
52W Low: | 2024-04-24 | 0.8700 |
Avg. price 1W: | 1.1460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3248 | |
Avg. volume 1M: | 9.5238 | |
Avg. price 6M: | 3.1031 | |
Avg. volume 6M: | 3.2000 | |
Avg. price 1Y: | 3.7649 | |
Avg. volume 1Y: | 1.5686 | |
Volatility 1M: | 190.86% | |
Volatility 6M: | 144.23% | |
Volatility 1Y: | 118.54% | |
Volatility 3Y: | - |