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UniCredit Call 350 MUV2 19.06.202.../  DE000HC2P6L0  /

EUWAX
14/06/2024  08:46:50 Chg.+0.04 Bid12:38:25 Ask12:38:25 Underlying Strike price Expiration date Option type
11.27EUR +0.36% 10.62
Bid Size: 15,000		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 350.00 EUR 19/06/2024 Call
 

Master data

WKN: HC2P6L
Issuer: UniCredit
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 19/06/2024
Issue date: 19/12/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.10
Leverage: Yes

Calculated values

Fair value: 11.16
Intrinsic value: 11.14
Implied volatility: 1.35
Historic volatility: 0.17
Parity: 11.14
Time value: 0.12
Break-even: 462.60
Moneyness: 1.32
Premium: 0.00
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 0.36%
Delta: 0.97
Theta: -0.58
Omega: 3.96
Rho: 0.05
 

Quote data

Open: 11.27
High: 11.27
Low: 11.27
Previous Close: 11.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.71%
1 Month  
+15.12%
3 Months  
+20.92%
YTD  
+195.80%
1 Year  
+431.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.70 11.00
1M High / 1M Low: 11.70 9.69
6M High / 6M Low: 11.70 3.67
High (YTD): 12/06/2024 11.70
Low (YTD): 11/01/2024 3.67
52W High: 12/06/2024 11.70
52W Low: 10/07/2023 1.93
Avg. price 1W:   11.24
Avg. volume 1W:   0.00
Avg. price 1M:   10.85
Avg. volume 1M:   0.00
Avg. price 6M:   7.43
Avg. volume 6M:   0.00
Avg. price 1Y:   5.50
Avg. volume 1Y:   0.00
Volatility 1M:   64.63%
Volatility 6M:   115.28%
Volatility 1Y:   101.76%
Volatility 3Y:   -