UC WAR. CALL 05/24 CMC/ DE000HD2YCF8 /
2024-04-30 9:41:47 PM | Chg.-0.0800 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2100EUR | -6.20% | 1.1800 Bid Size: 8,000 |
1.1900 Ask Size: 8,000 |
JPMORGAN CHASE ... | 180.00 - | 2024-05-15 | Call |
Master data
WKN: | HD2YCF |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | JPMORGAN CHASE DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 180.00 - |
Maturity: | 2024-05-15 |
Issue date: | 2024-02-22 |
Last trading day: | 2024-05-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.85 |
Historic volatility: | 0.15 |
Parity: | -0.02 |
Time value: | 1.19 |
Break-even: | 191.90 |
Moneyness: | 1.00 |
Premium: | 0.07 |
Premium p.a.: | 4.49 |
Spread abs.: | 0.01 |
Spread %: | 0.85% |
Delta: | 0.53 |
Theta: | -0.43 |
Omega: | 8.06 |
Rho: | 0.03 |
Quote data
Open: | 1.2900 |
---|---|
High: | 1.4100 |
Low: | 1.2100 |
Previous Close: | 1.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.92% | ||
---|---|---|---|
1 Month | -39.20% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.3900 | 1.2100 |
---|---|---|
1M High / 1M Low: | 1.8800 | 0.4500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2605 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 335.84% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |