UC WAR. CALL 06/24 ESL/ DE000HC7TYB1 /
| 2024-05-23 11:47:14 AM | Chg.- | Bid12:20:25 PM | Ask2024-05-23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9000EUR | - | 1.9200 Bid Size: 25,000 |
- Ask Size: 25,000 |
ESSILORLUXO. INH. EO... | 190.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7TYB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ESSILORLUXO. INH. EO -,18 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2024-05-23 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.57 |
|---|---|
| Intrinsic value: | 1.53 |
| Implied volatility: | 0.56 |
| Historic volatility: | 0.17 |
| Parity: | 1.53 |
| Time value: | 0.43 |
| Break-even: | 209.60 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.02 |
| Spread %: | 1.03% |
| Delta: | 0.76 |
| Theta: | -0.24 |
| Omega: | 7.92 |
| Rho: | 0.07 |
Quote data
| Open: | 1.9600 |
|---|---|
| High: | 1.9800 |
| Low: | 1.9000 |
| Previous Close: | 1.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +61.02% | ||
| 3 Months | +47.29% | ||
| YTD | +150.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.0700 | 1.1700 |
| 6M High / 6M Low: | 2.4900 | 0.4400 |
| High (YTD): | 2024-03-20 | 2.4900 |
| Low (YTD): | 2024-01-17 | 0.4400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.7419 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2484 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 179.82% | |
| Volatility 6M: | 162.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
