UC WAR. CALL 06/24 1COV/ DE000HC3A7S9 /
| 2024-05-29 9:41:07 PM | Chg.-0.0300 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | -3.19% | 0.8900 Bid Size: 12,000 |
0.9500 Ask Size: 12,000 |
COVESTRO AG O.N. | 40.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3A7S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COVESTRO AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.62 |
| Historic volatility: | 0.29 |
| Parity: | 0.95 |
| Time value: | 0.03 |
| Break-even: | 49.80 |
| Moneyness: | 1.24 |
| Premium: | 0.01 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 4.26% |
| Delta: | 0.94 |
| Theta: | -0.03 |
| Omega: | 4.73 |
| Rho: | 0.02 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8700 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.98% | ||
|---|---|---|---|
| 1 Month | +5.81% | ||
| 3 Months | -27.78% | ||
| YTD | -37.67% | ||
| 1 Year | +89.58% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 1.0200 | 0.8200 |
| 6M High / 6M Low: | 1.6300 | 0.8200 |
| High (YTD): | 2024-01-05 | 1.4600 |
| Low (YTD): | 2024-05-23 | 0.8200 |
| 52W High: | 2023-12-18 | 1.6300 |
| 52W Low: | 2023-06-01 | 0.3900 |
| Avg. price 1W: | 0.9100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1879 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1614 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 100.63% | |
| Volatility 6M: | 76.32% | |
| Volatility 1Y: | 106.13% | |
| Volatility 3Y: | - |
