UC WAR. CALL 06/24 DYH/ DE000HC727P6 /
2024-05-10 1:41:25 PM | Chg.- | Bid2:12:25 PM | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3400EUR | - | 2.3300 Bid Size: 4,000 |
- Ask Size: 4,000 |
TARGET CORP. DL-... | 140.00 - | 2024-06-19 | Call |
Master data
WKN: | HC727P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TARGET CORP. DL-,0833 |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-05-30 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.58 |
Leverage: | Yes |
Calculated values
Fair value: | 0.21 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.02 |
Historic volatility: | 0.29 |
Parity: | -0.44 |
Time value: | 2.43 |
Break-even: | 164.30 |
Moneyness: | 0.97 |
Premium: | 0.21 |
Premium p.a.: | 27.27 |
Spread abs.: | 0.19 |
Spread %: | 8.48% |
Delta: | 0.57 |
Theta: | -0.62 |
Omega: | 3.19 |
Rho: | 0.03 |
Quote data
Open: | 2.3400 |
---|---|
High: | 2.4000 |
Low: | 2.3400 |
Previous Close: | 2.3100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +4.00% | ||
3 Months | +34.48% | ||
YTD | +82.81% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.3400 | 1.7700 |
6M High / 6M Low: | 3.5700 | 0.8200 |
High (YTD): | 2024-03-28 | 3.5700 |
Low (YTD): | 2024-01-18 | 0.9400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.0600 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.8504 | |
Avg. volume 6M: | 14.3750 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 134.37% | |
Volatility 6M: | 155.20% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |