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UniCredit Call 4.5 BSD2 19.06.202.../  DE000HC722H4  /

EUWAX
2024-05-31  7:32:19 PM Chg.+0.040 Bid8:00:23 PM Ask8:00:23 PM Underlying Strike price Expiration date Option type
0.350EUR +12.90% 0.350
Bid Size: 10,000		 0.360
Ask Size: 10,000		 BCO SANTANDER N.EO0,... 4.50 - 2024-06-19 Call
 

Master data

WKN: HC722H
Issuer: UniCredit
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 2024-06-19
Issue date: 2023-05-30
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.30
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.29
Implied volatility: 0.41
Historic volatility: 0.23
Parity: 0.29
Time value: 0.07
Break-even: 4.86
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.10
Spread %: 38.46%
Delta: 0.77
Theta: 0.00
Omega: 10.22
Rho: 0.00
 

Quote data

Open: 0.330
High: 0.350
Low: 0.330
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+52.17%
3 Months  
+1650.00%
YTD  
+348.72%
1 Year  
+455.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.240
1M High / 1M Low: 0.400 0.200
6M High / 6M Low: 0.410 0.016
High (YTD): 2024-04-29 0.410
Low (YTD): 2024-02-16 0.016
52W High: 2024-04-29 0.410
52W Low: 2024-02-16 0.016
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.310
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   235.14%
Volatility 6M:   276.20%
Volatility 1Y:   225.57%
Volatility 3Y:   -