UC WAR. CALL 12/24 DWS/ DE000HC7L0A5 /
| 07/06/2024 21:45:44 | Chg.-0.8600 | Bid21:59:14 | Ask21:59:14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2800EUR | -20.77% | 3.1300 Bid Size: 2,000 |
3.4700 Ask Size: 2,000 |
DWS GROUP GMBH+CO.KG... | 36.0357 EUR | 18/12/2024 | Call |
Master data
| WKN: | HC7L0A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DWS GROUP GMBH+CO.KGAA ON |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 36.04 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1.11 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.26 |
| Parity: | -0.48 |
| Time value: | 3.47 |
| Break-even: | 39.16 |
| Moneyness: | 0.99 |
| Premium: | 0.10 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.34 |
| Spread %: | 10.86% |
| Delta: | 0.56 |
| Theta: | -0.01 |
| Omega: | 6.33 |
| Rho: | 0.09 |
Quote data
| Open: | 4.1400 |
|---|---|
| High: | 4.1400 |
| Low: | 3.1200 |
| Previous Close: | 4.1400 |
| Turnover: | 1,194.3400 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.36% | ||
|---|---|---|---|
| 1 Month | -3.24% | ||
| 3 Months | +21.48% | ||
| YTD | +94.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.0500 | 3.2800 |
|---|---|---|
| 1M High / 1M Low: | 5.0500 | 3.2800 |
| 6M High / 6M Low: | 5.0500 | 1.0200 |
| High (YTD): | 03/06/2024 | 5.0500 |
| Low (YTD): | 03/01/2024 | 1.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.1960 | |
| Avg. volume 1W: | 70 | |
| Avg. price 1M: | 3.9564 | |
| Avg. volume 1M: | 15.9091 | |
| Avg. price 6M: | 2.6673 | |
| Avg. volume 6M: | 7.6613 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.69% | |
| Volatility 6M: | 136.16% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
