UC WAR. CALL 12/24 DWS/ DE000HC7L0A5 /
| 9/20/2024 11:46:12 AM | Chg.-0.1400 | Bid12:53:58 PM | Ask12:53:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6700EUR | -4.98% | 2.6200 Bid Size: 6,000 |
2.6900 Ask Size: 6,000 |
DWS GROUP GMBH+CO.KG... | 36.0357 EUR | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1.11 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.86 |
|---|---|
| Intrinsic value: | 1.07 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.26 |
| Parity: | 1.07 |
| Time value: | 1.87 |
| Break-even: | 38.68 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.37 |
| Spread %: | 14.40% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 8.76 |
| Rho: | 0.05 |
Quote data
| Open: | 2.4700 |
|---|---|
| High: | 2.7300 |
| Low: | 2.4700 |
| Previous Close: | 2.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +28.37% | ||
|---|---|---|---|
| 1 Month | +67.92% | ||
| 3 Months | +24.77% | ||
| YTD | +57.99% | ||
| 1 Year | +0.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.8100 | 2.0800 |
|---|---|---|
| 1M High / 1M Low: | 2.8100 | 1.4200 |
| 6M High / 6M Low: | 5.0500 | 1.0500 |
| High (YTD): | 6/3/2024 | 5.0500 |
| Low (YTD): | 8/6/2024 | 1.0500 |
| 52W High: | 6/3/2024 | 5.0500 |
| 52W Low: | 10/27/2023 | 0.5300 |
| Avg. price 1W: | 2.3220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7887 | |
| Avg. volume 1M: | 15.2174 | |
| Avg. price 6M: | 2.5039 | |
| Avg. volume 6M: | 5.4264 | |
| Avg. price 1Y: | 2.0900 | |
| Avg. volume 1Y: | 5.0781 | |
| Volatility 1M: | 131.31% | |
| Volatility 6M: | 148.61% | |
| Volatility 1Y: | 149.71% | |
| Volatility 3Y: | - |
