UC WAR. CALL 06/24 1COV/ DE000HC3A7T7 /
| 2024-05-28 7:40:36 PM | Chg.+0.0100 | Bid8:22:18 PM | Ask8:22:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | +4.35% | 0.2200 Bid Size: 25,000 |
0.2400 Ask Size: 25,000 |
COVESTRO AG O.N. | 50.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC3A7T |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COVESTRO AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-17 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.29 |
| Parity: | -0.03 |
| Time value: | 0.25 |
| Break-even: | 52.50 |
| Moneyness: | 0.99 |
| Premium: | 0.06 |
| Premium p.a.: | 1.47 |
| Spread abs.: | 0.03 |
| Spread %: | 13.64% |
| Delta: | 0.52 |
| Theta: | -0.06 |
| Omega: | 10.24 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2300 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2300 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.00% | ||
|---|---|---|---|
| 1 Month | -35.14% | ||
| 3 Months | -56.36% | ||
| YTD | -68.42% | ||
| 1 Year | +26.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1700 |
| 6M High / 6M Low: | 0.9300 | 0.1700 |
| High (YTD): | 2024-01-05 | 0.7600 |
| Low (YTD): | 2024-05-23 | 0.1700 |
| 52W High: | 2023-12-18 | 0.9300 |
| 52W Low: | 2023-06-01 | 0.1400 |
| Avg. price 1W: | 0.2040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2710 | |
| Avg. volume 1M: | 915 | |
| Avg. price 6M: | 0.5547 | |
| Avg. volume 6M: | 245.9677 | |
| Avg. price 1Y: | 0.5669 | |
| Avg. volume 1Y: | 193.3804 | |
| Volatility 1M: | 201.51% | |
| Volatility 6M: | 123.72% | |
| Volatility 1Y: | 154.06% | |
| Volatility 3Y: | - |
