UniCredit Call 36 RWE 19.06.2024
/ DE000HC2W505
UniCredit Call 36 RWE 19.06.2024/ DE000HC2W505 /
2024-05-30 12:48:11 PM |
Chg.+0.008 |
Bid2:39:02 PM |
Ask2:39:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+36.36% |
0.030 Bid Size: 700,000 |
0.035 Ask Size: 700,000 |
RWE AG INH O.N. |
36.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC2W50 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RWE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-01-04 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
122.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.21 |
Parity: |
-0.18 |
Time value: |
0.03 |
Break-even: |
36.28 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
1.89 |
Spread abs.: |
0.01 |
Spread %: |
33.33% |
Delta: |
0.23 |
Theta: |
-0.02 |
Omega: |
28.18 |
Rho: |
0.00 |
Quote data
Open: |
0.017 |
High: |
0.030 |
Low: |
0.017 |
Previous Close: |
0.022 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
+20.00% |
YTD |
|
|
-95.16% |
1 Year |
|
|
-95.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.045 |
0.022 |
1M High / 1M Low: |
0.110 |
0.022 |
6M High / 6M Low: |
0.680 |
0.016 |
High (YTD): |
2024-01-02 |
0.620 |
Low (YTD): |
2024-04-10 |
0.016 |
52W High: |
2023-07-25 |
0.730 |
52W Low: |
2024-04-10 |
0.016 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.050 |
Avg. volume 1M: |
|
2,380.952 |
Avg. price 6M: |
|
0.191 |
Avg. volume 6M: |
|
1,209.677 |
Avg. price 1Y: |
|
0.339 |
Avg. volume 1Y: |
|
585.938 |
Volatility 1M: |
|
542.04% |
Volatility 6M: |
|
337.33% |
Volatility 1Y: |
|
249.25% |
Volatility 3Y: |
|
- |