UC SPR.WAR. CALL 06/24 ADB
/ DE000HC71Q70
UC SPR.WAR. CALL 06/24 ADB/ DE000HC71Q70 /
2024-06-07 9:45:17 PM |
Chg.+0.2500 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.0000EUR |
+14.29% |
1.9700 Bid Size: 15,000 |
1.9800 Ask Size: 15,000 |
ADOBE INC. |
450.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC71Q7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ADOBE INC. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-05-30 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
21.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.92 |
Historic volatility: |
0.28 |
Parity: |
-1.91 |
Time value: |
1.98 |
Break-even: |
469.80 |
Moneyness: |
0.96 |
Premium: |
0.09 |
Premium p.a.: |
16.61 |
Spread abs.: |
0.01 |
Spread %: |
0.51% |
Delta: |
0.43 |
Theta: |
-1.25 |
Omega: |
9.30 |
Rho: |
0.05 |
Quote data
Open: |
1.7500 |
High: |
2.0500 |
Low: |
1.7500 |
Previous Close: |
1.7500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+75.44% |
1 Month |
|
|
-25.37% |
3 Months |
|
|
-44.60% |
YTD |
|
|
-49.24% |
1 Year |
|
|
-16.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.0000 |
1.1400 |
1M High / 1M Low: |
2.7900 |
1.1400 |
6M High / 6M Low: |
4.2800 |
1.1400 |
High (YTD): |
2024-02-05 |
4.2800 |
Low (YTD): |
2024-06-03 |
1.1400 |
52W High: |
2024-02-05 |
4.2800 |
52W Low: |
2024-06-03 |
1.1400 |
Avg. price 1W: |
|
1.6020 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.2395 |
Avg. volume 1M: |
|
176.1905 |
Avg. price 6M: |
|
3.3104 |
Avg. volume 6M: |
|
33.8710 |
Avg. price 1Y: |
|
3.2748 |
Avg. volume 1Y: |
|
16.5354 |
Volatility 1M: |
|
218.25% |
Volatility 6M: |
|
110.93% |
Volatility 1Y: |
|
83.02% |
Volatility 3Y: |
|
- |