UC WAR. CALL 06/24 1COV/ DE000HC52C61 /
| 2024-05-30 8:00:49 AM | Chg.0.0000 | Bid2024-05-30 | Ask2024-05-30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | 0.00% | 0.4600 Bid Size: 15,000 |
0.4900 Ask Size: 15,000 |
COVESTRO AG O.N. | 45.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC52C6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COVESTRO AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.29 |
| Parity: | 0.45 |
| Time value: | 0.11 |
| Break-even: | 50.60 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.03 |
| Spread %: | 5.66% |
| Delta: | 0.77 |
| Theta: | -0.05 |
| Omega: | 6.84 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.4900 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.95% | ||
|---|---|---|---|
| 1 Month | -5.77% | ||
| 3 Months | -45.56% | ||
| YTD | -54.63% | ||
| 1 Year | +63.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.4300 |
| 6M High / 6M Low: | 1.2500 | 0.4300 |
| High (YTD): | 2024-01-05 | 1.0800 |
| Low (YTD): | 2024-05-23 | 0.4300 |
| 52W High: | 2023-12-18 | 1.2500 |
| 52W Low: | 2023-06-01 | 0.2400 |
| Avg. price 1W: | 0.5040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5467 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8350 | |
| Avg. volume 6M: | 27.0403 | |
| Avg. price 1Y: | 0.8320 | |
| Avg. volume 1Y: | 22.0859 | |
| Volatility 1M: | 132.41% | |
| Volatility 6M: | 93.72% | |
| Volatility 1Y: | 127.46% | |
| Volatility 3Y: | - |
