UC WAR. CALL 12/24 HEN3/ DE000HC5EMX6 /
2024-06-19 9:41:23 PM | Chg.-0.0200 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4600EUR | -4.17% | - Bid Size: 15,000 |
- Ask Size: 15,000 |
HENKEL AG+CO.KGAA VZ... | 85.00 - | 2024-12-18 | Call |
Master data
WKN: | HC5EMX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HENKEL AG+CO.KGAA VZO |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-03-27 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 17.01 |
Leverage: | Yes |
Calculated values
Fair value: | 0.36 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.16 |
Parity: | -0.16 |
Time value: | 0.49 |
Break-even: | 89.90 |
Moneyness: | 0.98 |
Premium: | 0.08 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.02 |
Spread %: | 4.26% |
Delta: | 0.53 |
Theta: | -0.02 |
Omega: | 8.94 |
Rho: | 0.19 |
Quote data
Open: | 0.4800 |
---|---|
High: | 0.4800 |
Low: | 0.4400 |
Previous Close: | 0.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.86% | ||
---|---|---|---|
1 Month | -6.12% | ||
3 Months | +318.18% | ||
YTD | +187.50% | ||
1 Year | +31.43% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5600 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.5600 | 0.4000 |
6M High / 6M Low: | 0.5600 | 0.0390 |
High (YTD): | 2024-06-12 | 0.5600 |
Low (YTD): | 2024-03-04 | 0.0390 |
52W High: | 2024-06-12 | 0.5600 |
52W Low: | 2024-03-04 | 0.0390 |
Avg. price 1W: | 0.5040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4814 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2050 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2022 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 98.93% | |
Volatility 6M: | 239.76% | |
Volatility 1Y: | 191.29% | |
Volatility 3Y: | - |