UC WAR. CALL 12/24 BEI/ DE000HC30NS8 /
| 2024-06-14 11:40:15 AM | Chg.+0.0200 | Bid12:21:11 PM | Ask12:21:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2600EUR | +1.61% | 1.2500 Bid Size: 45,000 |
1.2600 Ask Size: 45,000 |
BEIERSDORF AG O.N. | 140.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC30NS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BEIERSDORF AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 0.53 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.14 |
| Parity: | 0.53 |
| Time value: | 0.73 |
| Break-even: | 152.60 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 2.44% |
| Delta: | 0.68 |
| Theta: | -0.03 |
| Omega: | 7.82 |
| Rho: | 0.44 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.2800 |
| Low: | 1.2500 |
| Previous Close: | 1.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.28% | ||
|---|---|---|---|
| 1 Month | -4.55% | ||
| 3 Months | +70.27% | ||
| YTD | +29.90% | ||
| 1 Year | +85.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3200 | 1.1800 |
|---|---|---|
| 1M High / 1M Low: | 1.3800 | 1.0800 |
| 6M High / 6M Low: | 1.4500 | 0.4900 |
| High (YTD): | 2024-05-10 | 1.4500 |
| Low (YTD): | 2024-04-09 | 0.4900 |
| 52W High: | 2024-05-10 | 1.4500 |
| 52W Low: | 2023-07-20 | 0.4500 |
| Avg. price 1W: | 1.2280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2374 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9667 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7956 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 89.99% | |
| Volatility 6M: | 115.29% | |
| Volatility 1Y: | 106.94% | |
| Volatility 3Y: | - |
