UniCredit Call 160 UWS 19.06.2024
/ DE000HC5N6U0
UniCredit Call 160 UWS 19.06.2024/ DE000HC5N6U0 /
5/23/2024 1:22:50 PM |
Chg.-0.01 |
Bid3:01:33 PM |
Ask3:01:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.60EUR |
-0.22% |
4.62 Bid Size: 1,000 |
- Ask Size: - |
WASTE MANAGEMENT |
160.00 - |
6/19/2024 |
Call |
Master data
WKN: |
HC5N6U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
WASTE MANAGEMENT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
6/19/2024 |
Issue date: |
3/31/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.44 |
Intrinsic value: |
3.39 |
Implied volatility: |
1.37 |
Historic volatility: |
0.14 |
Parity: |
3.39 |
Time value: |
1.28 |
Break-even: |
206.70 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
1.37 |
Spread abs.: |
0.04 |
Spread %: |
0.86% |
Delta: |
0.76 |
Theta: |
-0.42 |
Omega: |
3.16 |
Rho: |
0.07 |
Quote data
Open: |
4.58 |
High: |
4.60 |
Low: |
4.58 |
Previous Close: |
4.61 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.86% |
1 Month |
|
|
-2.13% |
3 Months |
|
|
+0.22% |
YTD |
|
|
+116.98% |
1 Year |
|
|
+156.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.65 |
4.41 |
1M High / 1M Low: |
4.93 |
4.41 |
6M High / 6M Low: |
5.06 |
1.54 |
High (YTD): |
3/27/2024 |
5.06 |
Low (YTD): |
1/5/2024 |
2.09 |
52W High: |
3/27/2024 |
5.06 |
52W Low: |
10/2/2023 |
0.82 |
Avg. price 1W: |
|
4.56 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.55 |
Avg. volume 6M: |
|
7.02 |
Avg. price 1Y: |
|
2.50 |
Avg. volume 1Y: |
|
6.80 |
Volatility 1M: |
|
40.93% |
Volatility 6M: |
|
72.95% |
Volatility 1Y: |
|
95.18% |
Volatility 3Y: |
|
- |