UC WAR. CALL 06/24 1COV/ DE000HC60DH9 /
| 2024-05-23 11:40:31 AM | Chg.- | Bid12:16:47 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3100EUR | - | 1.3000 Bid Size: 80,000 |
- Ask Size: - |
COVESTRO AG O.N. | 35.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC60DH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | COVESTRO AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-13 |
| Last trading day: | 2024-05-23 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.46 |
|---|---|
| Intrinsic value: | 1.45 |
| Implied volatility: | - |
| Historic volatility: | 0.29 |
| Parity: | 1.45 |
| Time value: | -0.22 |
| Break-even: | 47.30 |
| Moneyness: | 1.41 |
| Premium: | -0.04 |
| Premium p.a.: | -0.55 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.2800 |
|---|---|
| High: | 1.3100 |
| Low: | 1.2800 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.15% | ||
|---|---|---|---|
| 1 Month | -3.68% | ||
| 3 Months | -21.56% | ||
| YTD | -30.69% | ||
| 1 Year | +70.13% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3100 | 1.2700 |
|---|---|---|
| 1M High / 1M Low: | 1.4600 | 1.2700 |
| 6M High / 6M Low: | 2.0500 | 1.2700 |
| High (YTD): | 2024-01-05 | 1.8800 |
| Low (YTD): | 2024-05-22 | 1.2700 |
| 52W High: | 2023-12-18 | 2.0500 |
| 52W Low: | 2023-06-01 | 0.6300 |
| Avg. price 1W: | 1.2900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3622 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5998 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5470 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 73.80% | |
| Volatility 6M: | 60.87% | |
| Volatility 1Y: | 83.19% | |
| Volatility 3Y: | - |
