UniCredit Call 250 MTX 19.06.2024/  DE000HC2P681  /

Frankfurt Zert./HVB
2024-05-31  3:50:16 PM Chg.+0.010 Bid4:12:23 PM Ask2024-05-31 Underlying Strike price Expiration date Option type
0.020EUR +100.00% 0.015
Bid Size: 35,000
-
Ask Size: -
MTU AERO ENGINES NA ... 250.00 - 2024-06-19 Call
 

Master data

WKN: HC2P68
Issuer: UniCredit
Currency: EUR
Underlying: MTU AERO ENGINES NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.40
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.27
Parity: -1.91
Time value: 1.19
Break-even: 261.90
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 10.25
Spread abs.: 1.18
Spread %: 11,800.00%
Delta: 0.39
Theta: -0.49
Omega: 7.64
Rho: 0.04
 

Quote data

Open: 0.001
High: 0.050
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -75.00%
1 Month
  -84.62%
3 Months
  -93.10%
YTD
  -86.67%
1 Year
  -98.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.010
1M High / 1M Low: 0.250 0.010
6M High / 6M Low: 0.630 0.010
High (YTD): 2024-04-02 0.630
Low (YTD): 2024-05-30 0.010
52W High: 2023-06-20 2.470
52W Low: 2024-05-30 0.010
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   1,161.59%
Volatility 6M:   570.49%
Volatility 1Y:   429.00%
Volatility 3Y:   -