UC WAR. CALL 12/24 WIB/ DE000HC82JJ6 /
| 2024-06-20 9:46:05 AM | Chg.+0.110 | Bid10:01:56 AM | Ask10:01:56 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.120EUR | +2.20% | 5.080 Bid Size: 2,000 |
5.130 Ask Size: 2,000 |
WIENERBERGER | 32.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC82JJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-07-17 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.68 |
|---|---|
| Intrinsic value: | 2.18 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.22 |
| Parity: | 2.18 |
| Time value: | 2.99 |
| Break-even: | 37.17 |
| Moneyness: | 1.07 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.27 |
| Spread %: | 5.51% |
| Delta: | 0.67 |
| Theta: | -0.01 |
| Omega: | 4.43 |
| Rho: | 0.09 |
Quote data
| Open: | 5.010 |
|---|---|
| High: | 5.120 |
| Low: | 5.010 |
| Previous Close: | 5.010 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.99% | ||
|---|---|---|---|
| 1 Month | -9.70% | ||
| 3 Months | +48.41% | ||
| YTD | +107.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.070 | 4.750 |
|---|---|---|
| 1M High / 1M Low: | 5.670 | 4.570 |
| 6M High / 6M Low: | 5.720 | 1.500 |
| High (YTD): | 2024-05-15 | 5.720 |
| Low (YTD): | 2024-01-17 | 1.500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.950 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.105 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.663 | |
| Avg. volume 6M: | .640 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 66.32% | |
| Volatility 6M: | 88.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
