UniCredit Call 37 RWE 19.06.2024
/ DE000HC30YQ9
UniCredit Call 37 RWE 19.06.2024/ DE000HC30YQ9 /
5/30/2024 8:21:52 AM |
Chg.-0.002 |
Bid9:05:01 AM |
Ask9:05:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
-25.00% |
0.008 Bid Size: 400,000 |
0.013 Ask Size: 400,000 |
RWE AG INH O.N. |
37.00 - |
6/19/2024 |
Call |
Master data
WKN: |
HC30YQ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RWE AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 - |
Maturity: |
6/19/2024 |
Issue date: |
1/11/2023 |
Last trading day: |
6/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
145.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
-0.20 |
Time value: |
0.02 |
Break-even: |
37.24 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
1.90 |
Spread abs.: |
0.01 |
Spread %: |
41.18% |
Delta: |
0.20 |
Theta: |
-0.02 |
Omega: |
29.86 |
Rho: |
0.00 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.008 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-64.71% |
3 Months |
|
|
-64.71% |
YTD |
|
|
-98.89% |
1 Year |
|
|
-99.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.008 |
1M High / 1M Low: |
0.059 |
0.008 |
6M High / 6M Low: |
0.600 |
0.008 |
High (YTD): |
1/2/2024 |
0.550 |
Low (YTD): |
5/29/2024 |
0.008 |
52W High: |
7/25/2023 |
0.670 |
52W Low: |
5/29/2024 |
0.008 |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
952.381 |
Avg. price 6M: |
|
0.159 |
Avg. volume 6M: |
|
221.774 |
Avg. price 1Y: |
|
0.294 |
Avg. volume 1Y: |
|
107.422 |
Volatility 1M: |
|
596.63% |
Volatility 6M: |
|
366.43% |
Volatility 1Y: |
|
270.17% |
Volatility 3Y: |
|
- |