UC WAR. CALL 06/24 ASME/ DE000HC58907 /
| 2024-05-31 9:46:16 PM | Chg.-1.410 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.870EUR | -13.72% | 9.470 Bid Size: 1,000 |
10.180 Ask Size: 1,000 |
ASML HOLDING EO -... | 790.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC5890 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ASML HOLDING EO -,09 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 790.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-22 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.36 |
|---|---|
| Intrinsic value: | 8.08 |
| Implied volatility: | 0.69 |
| Historic volatility: | 0.29 |
| Parity: | 8.08 |
| Time value: | 2.11 |
| Break-even: | 891.90 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.71 |
| Spread %: | 7.49% |
| Delta: | 0.77 |
| Theta: | -1.19 |
| Omega: | 6.55 |
| Rho: | 0.28 |
Quote data
| Open: | 9.770 |
|---|---|
| High: | 11.120 |
| Low: | 8.520 |
| Previous Close: | 10.280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.08% | ||
|---|---|---|---|
| 1 Month | +31.02% | ||
| 3 Months | -37.09% | ||
| YTD | +318.40% | ||
| 1 Year | +71.57% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.730 | 8.870 |
|---|---|---|
| 1M High / 1M Low: | 11.730 | 6.650 |
| 6M High / 6M Low: | 18.950 | 1.010 |
| High (YTD): | 2024-03-07 | 18.950 |
| Low (YTD): | 2024-01-17 | 1.010 |
| 52W High: | 2024-03-07 | 18.950 |
| 52W Low: | 2023-10-20 | 0.770 |
| Avg. price 1W: | 10.194 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.226 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.966 | |
| Avg. volume 6M: | .565 | |
| Avg. price 1Y: | 4.994 | |
| Avg. volume 1Y: | .276 | |
| Volatility 1M: | 184.71% | |
| Volatility 6M: | 272.44% | |
| Volatility 1Y: | 227.63% | |
| Volatility 3Y: | - |
