UC WAR. CALL 06/24 IBM/ DE000HC52SH4 /
| 2024-05-10 1:41:37 PM | Chg.- | Bid2024-05-10 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4700EUR | - | 3.4700 Bid Size: 6,000 |
- Ask Size: - |
INTL BUS. MACH. D... | 130.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC52SH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | INTL BUS. MACH. DL-,20 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-16 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.40 |
|---|---|
| Intrinsic value: | 2.38 |
| Implied volatility: | 1.64 |
| Historic volatility: | 0.19 |
| Parity: | 2.38 |
| Time value: | 1.09 |
| Break-even: | 164.70 |
| Moneyness: | 1.18 |
| Premium: | 0.07 |
| Premium p.a.: | 3.01 |
| Spread abs.: | -0.05 |
| Spread %: | -1.42% |
| Delta: | 0.74 |
| Theta: | -0.51 |
| Omega: | 3.29 |
| Rho: | 0.04 |
Quote data
| Open: | 3.4500 |
|---|---|
| High: | 3.4700 |
| Low: | 3.4400 |
| Previous Close: | 3.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +8.10% | ||
| 3 Months | -35.74% | ||
| YTD | +8.78% | ||
| 1 Year | +168.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.7100 | 3.2100 |
| 6M High / 6M Low: | 6.3300 | 2.7900 |
| High (YTD): | 2024-03-12 | 6.3300 |
| Low (YTD): | 2024-01-05 | 2.7900 |
| 52W High: | 2024-03-12 | 6.3300 |
| 52W Low: | 2023-06-23 | 1.0400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.4643 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.5061 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.0107 | |
| Avg. volume 1Y: | 3.7833 | |
| Volatility 1M: | 75.81% | |
| Volatility 6M: | 91.58% | |
| Volatility 1Y: | 86.72% | |
| Volatility 3Y: | - |
