UC WAR. CALL 06/24 HEN3/ DE000HC2P269 /
| 2024-05-23 9:41:18 AM | Chg.+0.0300 | Bid11:18:08 AM | Ask11:18:08 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +6.98% | 0.4200 Bid Size: 70,000 |
0.4300 Ask Size: 70,000 |
HENKEL AG+CO.KGAA VZ... | 80.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P26 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HENKEL AG+CO.KGAA VZO |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.16 |
| Parity: | 0.38 |
| Time value: | 0.24 |
| Break-even: | 86.20 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.20 |
| Spread %: | 47.62% |
| Delta: | 0.68 |
| Theta: | -0.07 |
| Omega: | 9.21 |
| Rho: | 0.04 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4600 |
| Low: | 0.4300 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.55% | ||
|---|---|---|---|
| 1 Month | +1110.53% | ||
| 3 Months | +1337.50% | ||
| YTD | +283.33% | ||
| 1 Year | -20.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4300 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.0350 |
| 6M High / 6M Low: | 0.5000 | 0.0150 |
| High (YTD): | 2024-05-20 | 0.5000 |
| Low (YTD): | 2024-03-04 | 0.0150 |
| 52W High: | 2023-05-23 | 0.5800 |
| 52W Low: | 2024-03-04 | 0.0150 |
| Avg. price 1W: | 0.4640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2509 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1049 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1608 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 1,232.56% | |
| Volatility 6M: | 554.77% | |
| Volatility 1Y: | 408.62% | |
| Volatility 3Y: | - |
