UC WAR. CALL 12/24 BEI/ DE000HC37X41 /
2024-06-13 9:41:57 PM | Chg.-0.1000 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8700EUR | -3.37% | 2.8600 Bid Size: 4,000 |
2.8900 Ask Size: 4,000 |
BEIERSDORF AG O.N. | 120.00 - | 2024-12-18 | Call |
Master data
WKN: | HC37X4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-01-16 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.90 |
Leverage: | Yes |
Calculated values
Fair value: | 2.88 |
---|---|
Intrinsic value: | 2.65 |
Implied volatility: | 0.24 |
Historic volatility: | 0.14 |
Parity: | 2.65 |
Time value: | 0.34 |
Break-even: | 149.90 |
Moneyness: | 1.22 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 1.01% |
Delta: | 0.91 |
Theta: | -0.02 |
Omega: | 4.45 |
Rho: | 0.53 |
Quote data
Open: | 2.9700 |
---|---|
High: | 2.9700 |
Low: | 2.8000 |
Previous Close: | 2.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.06% | ||
---|---|---|---|
1 Month | -2.05% | ||
3 Months | +44.22% | ||
YTD | +29.86% | ||
1 Year | +93.92% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9700 | 2.7900 |
---|---|---|
1M High / 1M Low: | 3.0200 | 2.6500 |
6M High / 6M Low: | 3.0900 | 1.5100 |
High (YTD): | 2024-05-10 | 3.0900 |
Low (YTD): | 2024-04-09 | 1.5100 |
52W High: | 2024-05-10 | 3.0900 |
52W Low: | 2023-07-20 | 1.1000 |
Avg. price 1W: | 2.8520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.8443 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3017 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.8870 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 51.71% | |
Volatility 6M: | 74.34% | |
Volatility 1Y: | 75.33% | |
Volatility 3Y: | - |