UC WAR. CALL 06/24 CIS/ DE000HC6C649 /
| 2024-05-17 1:41:44 PM | Chg.- | Bid2:03:54 PM | Ask2024-05-17 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | - | 0.3500 Bid Size: 25,000 |
- Ask Size: 20,000 |
CISCO SYSTEMS DL-... | 45.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6C64 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | CISCO SYSTEMS DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-28 |
| Last trading day: | 2024-05-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.07 |
| Historic volatility: | 0.17 |
| Parity: | -0.23 |
| Time value: | 0.36 |
| Break-even: | 48.60 |
| Moneyness: | 0.95 |
| Premium: | 0.14 |
| Premium p.a.: | 7.43 |
| Spread abs.: | 0.04 |
| Spread %: | 12.50% |
| Delta: | 0.48 |
| Theta: | -0.10 |
| Omega: | 5.68 |
| Rho: | 0.01 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3500 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -7.89% | ||
| 3 Months | -14.63% | ||
| YTD | -46.15% | ||
| 1 Year | -56.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2900 |
| 6M High / 6M Low: | 0.7900 | 0.2900 |
| High (YTD): | 2024-01-25 | 0.7900 |
| Low (YTD): | 2024-05-02 | 0.2900 |
| 52W High: | 2023-09-01 | 1.3500 |
| 52W Low: | 2024-05-02 | 0.2900 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.3486 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5219 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7468 | |
| Avg. volume 1Y: | .7791 | |
| Volatility 1M: | 180.15% | |
| Volatility 6M: | 111.27% | |
| Volatility 1Y: | 102.00% | |
| Volatility 3Y: | - |
