UniCredit Call 80 NDA 19.06.2024/  DE000HC4YW22  /

Frankfurt Zert./HVB
6/6/2024  7:31:32 PM Chg.0.000 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 12,000
0.090
Ask Size: 12,000
AURUBIS AG 80.00 - 6/19/2024 Call
 

Master data

WKN: HC4YW2
Issuer: UniCredit
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 6/19/2024
Issue date: 3/14/2023
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.72
Historic volatility: 0.32
Parity: -0.62
Time value: 0.72
Break-even: 87.20
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.71
Spread %: 7,100.00%
Delta: 0.47
Theta: -0.37
Omega: 4.81
Rho: 0.01
 

Quote data

Open: 0.010
High: 0.011
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -99.00%
1 Month
  -98.04%
3 Months     0.00%
YTD
  -99.77%
1 Year
  -99.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.001
1M High / 1M Low: 0.270 0.001
6M High / 6M Low: 0.690 0.001
High (YTD): 1/2/2024 0.350
Low (YTD): 6/5/2024 0.001
52W High: 6/15/2023 1.450
52W Low: 6/5/2024 0.001
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   0.500
Avg. volume 1Y:   0.000
Volatility 1M:   1,108.88%
Volatility 6M:   1,296.36%
Volatility 1Y:   923.20%
Volatility 3Y:   -