UniCredit Call 35 RWE 19.06.2024
/ DE000HC9Z792
UniCredit Call 35 RWE 19.06.2024/ DE000HC9Z792 /
2024-06-10 12:46:00 PM |
Chg.-0.160 |
Bid1:22:25 PM |
Ask1:22:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-45.71% |
0.210 Bid Size: 70,000 |
0.220 Ask Size: 70,000 |
RWE AG INH O.N. |
35.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC9Z79 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RWE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-06-18 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
92.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
-0.82 |
Time value: |
0.37 |
Break-even: |
35.37 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
3.01 |
Spread abs.: |
0.04 |
Spread %: |
12.12% |
Delta: |
0.33 |
Theta: |
-0.04 |
Omega: |
30.89 |
Rho: |
0.00 |
Quote data
Open: |
0.170 |
High: |
0.190 |
Low: |
0.140 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-82.41% |
1 Month |
|
|
-81.73% |
3 Months |
|
|
-68.33% |
YTD |
|
|
-94.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.350 |
1M High / 1M Low: |
1.540 |
0.350 |
6M High / 6M Low: |
3.710 |
0.210 |
High (YTD): |
2024-01-09 |
3.670 |
Low (YTD): |
2024-04-10 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.814 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.885 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.258 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
484.60% |
Volatility 6M: |
|
308.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |