UC WAR. CALL 12/24 BYG/ DE000HC86F68 /
| 2024-05-31 9:45:41 PM | Chg.+0.0600 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +10.17% | 0.6300 Bid Size: 5,000 |
0.7400 Ask Size: 5,000 |
Bouygues | 42.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC86F6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Bouygues |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 48.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -6.00 |
| Time value: | 0.74 |
| Break-even: | 42.74 |
| Moneyness: | 0.86 |
| Premium: | 0.19 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.11 |
| Spread %: | 17.46% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 11.30 |
| Rho: | 0.04 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6500 |
| Low: | 0.5900 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.56% | ||
|---|---|---|---|
| 1 Month | -20.73% | ||
| 3 Months | -10.96% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.5800 |
| 6M High / 6M Low: | 1.3400 | 0.3800 |
| High (YTD): | 2024-03-21 | 1.3400 |
| Low (YTD): | 2024-02-09 | 0.3800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7127 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7731 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 156.07% | |
| Volatility 6M: | 174.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
