UC WAR. CALL 12/24 BEI/ DE000HC30NR0 /
| 2024-06-14 9:16:07 AM | Chg.+0.0600 | Bid9:30:23 AM | Ask9:30:23 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8200EUR | +1.26% | 4.8100 Bid Size: 30,000 |
4.8200 Ask Size: 30,000 |
BEIERSDORF AG O.N. | 100.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC30NR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.83 |
|---|---|
| Intrinsic value: | 4.65 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.14 |
| Parity: | 4.65 |
| Time value: | 0.24 |
| Break-even: | 148.90 |
| Moneyness: | 1.47 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 0.62% |
| Delta: | 0.96 |
| Theta: | -0.02 |
| Omega: | 2.89 |
| Rho: | 0.48 |
Quote data
| Open: | 4.7800 |
|---|---|
| High: | 4.8400 |
| Low: | 4.7800 |
| Previous Close: | 4.7600 |
| Turnover: | 2,386.0200 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.90% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +28.53% | ||
| YTD | +23.27% | ||
| 1 Year | +72.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.8600 | 4.6700 |
|---|---|---|
| 1M High / 1M Low: | 4.9200 | 4.5300 |
| 6M High / 6M Low: | 4.9800 | 3.1800 |
| High (YTD): | 2024-05-10 | 4.9800 |
| Low (YTD): | 2024-04-09 | 3.1800 |
| 52W High: | 2024-05-10 | 4.9800 |
| 52W Low: | 2023-07-20 | 2.3000 |
| Avg. price 1W: | 4.7400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.7304 | |
| Avg. volume 1M: | 21.1304 | |
| Avg. price 6M: | 4.0710 | |
| Avg. volume 6M: | 13.6880 | |
| Avg. price 1Y: | 3.4669 | |
| Avg. volume 1Y: | 6.6836 | |
| Volatility 1M: | 33.47% | |
| Volatility 6M: | 47.03% | |
| Volatility 1Y: | 50.10% | |
| Volatility 3Y: | - |
