UniCredit Call 34 RWE 19.06.2024
/ DE000HC44K54
UniCredit Call 34 RWE 19.06.2024/ DE000HC44K54 /
5/30/2024 10:47:06 AM |
Chg.+0.190 |
Bid11:18:31 AM |
Ask11:18:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.160EUR |
+19.59% |
1.200 Bid Size: 45,000 |
1.210 Ask Size: 45,000 |
RWE AG INH O.N. |
34.00 - |
6/19/2024 |
Call |
Master data
WKN: |
HC44K5 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RWE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 - |
Maturity: |
6/19/2024 |
Issue date: |
2/14/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
34.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.23 |
Time value: |
0.77 |
Break-even: |
35.00 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.04 |
Spread %: |
4.17% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
19.47 |
Rho: |
0.01 |
Quote data
Open: |
1.110 |
High: |
1.170 |
Low: |
1.110 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+103.51% |
3 Months |
|
|
+157.78% |
YTD |
|
|
-63.86% |
1 Year |
|
|
-54.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
0.940 |
1M High / 1M Low: |
2.020 |
0.570 |
6M High / 6M Low: |
3.250 |
0.270 |
High (YTD): |
1/9/2024 |
3.250 |
Low (YTD): |
4/10/2024 |
0.270 |
52W High: |
1/9/2024 |
3.250 |
52W Low: |
4/10/2024 |
0.270 |
Avg. price 1W: |
|
1.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.425 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.934 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
354.89% |
Volatility 6M: |
|
254.61% |
Volatility 1Y: |
|
184.84% |
Volatility 3Y: |
|
- |