UC WAR. CALL 06/24 ESL/ DE000HC7DZ62 /
| 2024-06-05 1:46:15 PM | Chg.- | Bid2:24:33 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | - | 1.0900 Bid Size: 25,000 |
- Ask Size: 30,000 |
ESSILORLUXO. INH. EO... | 200.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7DZ6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | - |
| Historic volatility: | 0.17 |
| Parity: | 0.88 |
| Time value: | -0.02 |
| Break-even: | 208.60 |
| Moneyness: | 1.04 |
| Premium: | 0.00 |
| Premium p.a.: | -0.03 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.9900 |
| Low: | 0.7500 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.00% | ||
|---|---|---|---|
| 1 Month | +6.45% | ||
| 3 Months | -13.16% | ||
| YTD | +135.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.1600 | 0.6100 |
| 6M High / 6M Low: | 1.6500 | 0.2200 |
| High (YTD): | 2024-03-20 | 1.6500 |
| Low (YTD): | 2024-01-23 | 0.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8133 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9495 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7248 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 238.90% | |
| Volatility 6M: | 214.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
