UC WAR. CALL 06/24 EBA/ DE000HC4X8Y7 /
2024-05-10 1:42:15 PM | Chg.- | Bid2024-05-10 | Ask2024-05-10 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5300EUR | - | 0.5300 Bid Size: 20,000 |
- Ask Size: 20,000 |
EBAY INC. DL... | 45.00 - | 2024-06-19 | Call |
Master data
WKN: | HC4X8Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | EBAY INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-03-10 |
Last trading day: | 2024-05-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.26 |
Leverage: | Yes |
Calculated values
Fair value: | 0.51 |
---|---|
Intrinsic value: | 0.50 |
Implied volatility: | 0.45 |
Historic volatility: | 0.24 |
Parity: | 0.50 |
Time value: | 0.04 |
Break-even: | 50.40 |
Moneyness: | 1.11 |
Premium: | 0.01 |
Premium p.a.: | 0.19 |
Spread abs.: | -0.03 |
Spread %: | -5.26% |
Delta: | 0.87 |
Theta: | -0.03 |
Omega: | 8.05 |
Rho: | 0.02 |
Quote data
Open: | 0.5200 |
---|---|
High: | 0.5300 |
Low: | 0.5200 |
Previous Close: | 0.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -23.19% | ||
3 Months | +17.78% | ||
YTD | +82.76% | ||
1 Year | +1.92% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.5300 | 0.4500 |
6M High / 6M Low: | 0.8000 | 0.1500 |
High (YTD): | 2024-03-28 | 0.8000 |
Low (YTD): | 2024-01-18 | 0.1500 |
52W High: | 2024-03-28 | 0.8000 |
52W Low: | 2024-01-18 | 0.1500 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.4914 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4174 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4257 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 109.02% | |
Volatility 6M: | 169.96% | |
Volatility 1Y: | 153.78% | |
Volatility 3Y: | - |