UniCredit Call 160 UWS 19.06.2024
/ DE000HC5N6U0
UniCredit Call 160 UWS 19.06.2024/ DE000HC5N6U0 /
2024-06-06 7:28:29 PM |
Chg.-0.130 |
Bid9:18:47 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.840EUR |
-3.27% |
3.810 Bid Size: 1,000 |
- Ask Size: - |
WASTE MANAGEMENT |
160.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC5N6U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
WASTE MANAGEMENT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-03-31 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.77 |
Intrinsic value: |
2.75 |
Implied volatility: |
1.82 |
Historic volatility: |
0.14 |
Parity: |
2.75 |
Time value: |
1.25 |
Break-even: |
200.00 |
Moneyness: |
1.17 |
Premium: |
0.07 |
Premium p.a.: |
5.11 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
0.74 |
Theta: |
-0.82 |
Omega: |
3.46 |
Rho: |
0.04 |
Quote data
Open: |
3.950 |
High: |
4.040 |
Low: |
3.840 |
Previous Close: |
3.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.13% |
1 Month |
|
|
-19.33% |
3 Months |
|
|
-14.09% |
YTD |
|
|
+81.99% |
1 Year |
|
|
+121.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.370 |
3.730 |
1M High / 1M Low: |
4.840 |
3.730 |
6M High / 6M Low: |
5.060 |
1.830 |
High (YTD): |
2024-03-27 |
5.060 |
Low (YTD): |
2024-01-08 |
2.030 |
52W High: |
2024-03-27 |
5.060 |
52W Low: |
2023-10-02 |
0.790 |
Avg. price 1W: |
|
3.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.427 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.749 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.601 |
Avg. volume 1Y: |
|
25 |
Volatility 1M: |
|
63.07% |
Volatility 6M: |
|
71.94% |
Volatility 1Y: |
|
96.54% |
Volatility 3Y: |
|
- |