UC WAR. CALL 12/24 BCO/ DE000HC6RGP4 /
| 2024-06-10 9:40:43 PM | Chg.-0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7200EUR | -1.15% | 1.6700 Bid Size: 20,000 |
1.6800 Ask Size: 20,000 |
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: | 10.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.87 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.28 |
| Parity: | -1.85 |
| Time value: | 1.72 |
| Break-even: | 212.20 |
| Moneyness: | 0.91 |
| Premium: | 0.20 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.01 |
| Spread %: | 0.58% |
| Delta: | 0.47 |
| Theta: | -0.07 |
| Omega: | 4.79 |
| Rho: | 0.34 |
Quote data
| Open: | 1.7400 |
|---|---|
| High: | 1.7400 |
| Low: | 1.6900 |
| Previous Close: | 1.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.99% | ||
|---|---|---|---|
| 1 Month | +28.36% | ||
| 3 Months | -36.53% | ||
| YTD | -76.73% | ||
| 1 Year | -67.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7400 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 1.7400 | 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: | 1.6480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3876 | |
| Avg. volume 1M: | 9.5238 | |
| Avg. price 6M: | 2.9506 | |
| Avg. volume 6M: | 3.2258 | |
| Avg. price 1Y: | 3.7091 | |
| Avg. volume 1Y: | 1.5748 | |
| Volatility 1M: | 193.95% | |
| Volatility 6M: | 146.06% | |
| Volatility 1Y: | 119.24% | |
| Volatility 3Y: | - |
