UC WAR. CALL 06/24 BEI/ DE000HC2NVZ0 /
2024-05-13 11:41:24 AM | Chg.- | Bid1:04:10 PM | Ask11:48:09 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.7500EUR | - | 2.7300 Bid Size: 30,000 |
- Ask Size: 30,000 |
BEIERSDORF AG O.N. | 120.00 - | 2024-06-19 | Call |
Master data
WKN: | HC2NVZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BEIERSDORF AG O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-12-19 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.23 |
Leverage: | Yes |
Calculated values
Fair value: | 2.46 |
---|---|
Intrinsic value: | 2.44 |
Implied volatility: | 0.97 |
Historic volatility: | 0.14 |
Parity: | 2.44 |
Time value: | 0.33 |
Break-even: | 147.60 |
Moneyness: | 1.20 |
Premium: | 0.02 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.02 |
Spread %: | 0.73% |
Delta: | 0.83 |
Theta: | -0.22 |
Omega: | 4.37 |
Rho: | 0.05 |
Quote data
Open: | 2.7600 |
---|---|
High: | 2.8300 |
Low: | 2.7500 |
Previous Close: | 2.7900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +18.03% | ||
3 Months | +88.36% | ||
YTD | +47.06% | ||
1 Year | +113.18% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.7900 | 2.3300 |
6M High / 6M Low: | 2.7900 | 1.0700 |
High (YTD): | 2024-05-10 | 2.7900 |
Low (YTD): | 2024-04-10 | 1.0700 |
52W High: | 2024-05-10 | 2.7900 |
52W Low: | 2023-07-20 | 0.7700 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.5525 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7998 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.4127 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 42.47% | |
Volatility 6M: | 102.78% | |
Volatility 1Y: | 100.81% | |
Volatility 3Y: | - |