UniCredit Call 35 RWE 19.06.2024
/ DE000HC9Z792
UniCredit Call 35 RWE 19.06.2024/ DE000HC9Z792 /
28/05/2024 13:30:32 |
Chg.+0.050 |
Bid14:26:22 |
Ask14:26:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+5.43% |
0.980 Bid Size: 50,000 |
0.990 Ask Size: 50,000 |
RWE AG INH O.N. |
35.00 - |
19/06/2024 |
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: |
19/06/2024 |
Issue date: |
17/10/2023 |
Last trading day: |
18/06/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
36.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.02 |
Time value: |
0.93 |
Break-even: |
35.95 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.04 |
Spread %: |
4.40% |
Delta: |
0.53 |
Theta: |
-0.02 |
Omega: |
19.55 |
Rho: |
0.01 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.87% |
1 Month |
|
|
+162.16% |
3 Months |
|
|
+203.13% |
YTD |
|
|
-73.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.520 |
1M High / 1M Low: |
1.580 |
0.420 |
6M High / 6M Low: |
3.700 |
0.210 |
High (YTD): |
09/01/2024 |
3.680 |
Low (YTD): |
10/04/2024 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.810 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.434 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
426.47% |
Volatility 6M: |
|
275.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |