UC WAR. CALL 06/24 DTE/ DE000HC0P6E7 /
2024-06-03 8:02:00 AM | Chg.+0.080 | Bid9:30:40 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.450EUR | +1.49% | 5.450 Bid Size: 45,000 |
- Ask Size: - |
DT.TELEKOM AG NA | 17.00 - | 2024-06-19 | Call |
Master data
WKN: | HC0P6E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DT.TELEKOM AG NA |
Type: | Warrant |
Option type: | Call |
Strike price: | 17.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2022-10-10 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.15 |
Leverage: | Yes |
Calculated values
Fair value: | 5.32 |
---|---|
Intrinsic value: | 5.29 |
Implied volatility: | 0.70 |
Historic volatility: | 0.16 |
Parity: | 5.29 |
Time value: | 0.08 |
Break-even: | 22.37 |
Moneyness: | 1.31 |
Premium: | 0.00 |
Premium p.a.: | 0.08 |
Spread abs.: | -0.03 |
Spread %: | -0.56% |
Delta: | 0.97 |
Theta: | -0.01 |
Omega: | 4.01 |
Rho: | 0.01 |
Quote data
Open: | 5.450 |
---|---|
High: | 5.450 |
Low: | 5.450 |
Previous Close: | 5.370 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.78% | ||
---|---|---|---|
1 Month | +14.50% | ||
3 Months | +7.07% | ||
YTD | +11.68% | ||
1 Year | +53.95% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.370 | 4.670 |
---|---|---|
1M High / 1M Low: | 5.370 | 4.670 |
6M High / 6M Low: | 6.430 | 4.070 |
High (YTD): | 2024-01-22 | 6.430 |
Low (YTD): | 2024-04-16 | 4.070 |
52W High: | 2024-01-22 | 6.430 |
52W Low: | 2023-08-08 | 2.530 |
Avg. price 1W: | 4.916 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.939 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.213 | |
Avg. volume 6M: | 2.661 | |
Avg. price 1Y: | 4.450 | |
Avg. volume 1Y: | 1.567 | |
Volatility 1M: | 57.56% | |
Volatility 6M: | 58.09% | |
Volatility 1Y: | 61.25% | |
Volatility 3Y: | - |