UC WAR. CALL 12/24 HEN3/ DE000HC30U58 /
| 2024-09-20 9:41:15 PM | Chg.-0.0400 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -9.76% | 0.3600 Bid Size: 15,000 |
0.3800 Ask Size: 15,000 |
HENKEL AG+CO.KGAA VZ... | 80.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC30U5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HENKEL AG+CO.KGAA VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.16 |
| Parity: | 0.08 |
| Time value: | 0.30 |
| Break-even: | 83.80 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.02 |
| Spread %: | 5.56% |
| Delta: | 0.60 |
| Theta: | -0.02 |
| Omega: | 12.70 |
| Rho: | 0.11 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3700 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.78% | ||
|---|---|---|---|
| 1 Month | -2.63% | ||
| 3 Months | -43.08% | ||
| YTD | +37.04% | ||
| 1 Year | +76.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.3400 |
| 6M High / 6M Low: | 0.8900 | 0.1500 |
| High (YTD): | 2024-06-11 | 0.8900 |
| Low (YTD): | 2024-03-04 | 0.0850 |
| 52W High: | 2024-06-11 | 0.8900 |
| 52W Low: | 2024-03-04 | 0.0850 |
| Avg. price 1W: | 0.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4317 | |
| Avg. volume 1M: | 3.2609 | |
| Avg. price 6M: | 0.4925 | |
| Avg. volume 6M: | 2.9070 | |
| Avg. price 1Y: | 0.3652 | |
| Avg. volume 1Y: | 3.2227 | |
| Volatility 1M: | 123.33% | |
| Volatility 6M: | 186.69% | |
| Volatility 1Y: | 171.08% | |
| Volatility 3Y: | - |
