UC WAR. CALL 06/24 FIV/ DE000HC79PB6 /
| 2024-06-11 9:40:29 PM | Chg.-0.1600 | Bid9:59:49 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7000EUR | -8.60% | 1.6800 Bid Size: 10,000 |
- Ask Size: - |
Fiserv | 130.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC79PB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Fiserv |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-09 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 1.71 |
| Historic volatility: | 0.15 |
| Parity: | 0.90 |
| Time value: | 0.96 |
| Break-even: | 148.60 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 20.13 |
| Spread abs.: | 0.04 |
| Spread %: | 2.20% |
| Delta: | 0.65 |
| Theta: | -0.82 |
| Omega: | 4.88 |
| Rho: | 0.02 |
Quote data
| Open: | 1.7400 |
|---|---|
| High: | 1.7400 |
| Low: | 1.6600 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.73% | ||
|---|---|---|---|
| 1 Month | -27.97% | ||
| 3 Months | -19.43% | ||
| YTD | +54.55% | ||
| 1 Year | +78.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9600 | 1.7300 |
|---|---|---|
| 1M High / 1M Low: | 2.3600 | 1.6900 |
| 6M High / 6M Low: | 2.9300 | 1.0000 |
| High (YTD): | 2024-03-28 | 2.9300 |
| Low (YTD): | 2024-01-03 | 1.0000 |
| 52W High: | 2024-03-28 | 2.9300 |
| 52W Low: | 2023-10-23 | 0.3700 |
| Avg. price 1W: | 1.8620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9648 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8979 | |
| Avg. volume 6M: | 8.7600 | |
| Avg. price 1Y: | 1.3658 | |
| Avg. volume 1Y: | 9.7843 | |
| Volatility 1M: | 77.61% | |
| Volatility 6M: | 98.97% | |
| Volatility 1Y: | 101.49% | |
| Volatility 3Y: | - |
