UC WAR. CALL 06/24 ECV/ DE000HC89B69 /
| 2024-05-15 3:45:52 PM | Chg.+0.0300 | Bid4:21:49 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +4.05% | - Bid Size: 4,000 |
- Ask Size: - |
ENCAVIS AG INH. O.N... | 16.50 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC89B6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ENCAVIS AG INH. O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.50 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-07-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.43 |
| Parity: | 0.45 |
| Time value: | 0.29 |
| Break-even: | 17.24 |
| Moneyness: | 1.03 |
| Premium: | 0.02 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 4.23% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 15.82 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7800 |
| Low: | 0.6900 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.32% | ||
|---|---|---|---|
| 1 Month | -1.28% | ||
| 3 Months | +352.94% | ||
| YTD | -36.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.8000 | 0.7300 |
| 6M High / 6M Low: | 1.2500 | 0.0010 |
| High (YTD): | 2024-03-20 | 0.9500 |
| Low (YTD): | 2024-02-29 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7676 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6443 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.62% | |
| Volatility 6M: | 2,066.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
