UC WAR. CALL 06/24 INN1/ DE000HC2P2Z9 /
| 2024-05-24 9:46:07 AM | Chg.- | Bid1:03:03 PM | Ask11:20:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4500EUR | - | 1.4300 Bid Size: 45,000 |
- Ask Size: 45,000 |
ING GROEP NV EO... | 14.9002 - | 2024-06-19 | Call |
Master data
| WKN: | HC2P2Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ING GROEP NV EO -,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.90 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-05-24 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 1.50 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.21 |
| Parity: | 1.50 |
| Time value: | 0.02 |
| Break-even: | 16.41 |
| Moneyness: | 1.10 |
| Premium: | 0.00 |
| Premium p.a.: | 0.06 |
| Spread abs.: | -0.01 |
| Spread %: | -0.65% |
| Delta: | 0.97 |
| Theta: | 0.00 |
| Omega: | 10.52 |
| Rho: | 0.00 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.5000 |
| Low: | 1.4500 |
| Previous Close: | 1.5300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +8.21% | ||
| 3 Months | +1646.99% | ||
| YTD | +326.47% | ||
| 1 Year | +208.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.7800 | 1.3400 |
| 6M High / 6M Low: | 1.7800 | 0.0380 |
| High (YTD): | 2024-05-21 | 1.7800 |
| Low (YTD): | 2024-02-27 | 0.0380 |
| 52W High: | 2024-05-21 | 1.7800 |
| 52W Low: | 2024-02-27 | 0.0380 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.5600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4746 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4649 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 172.79% | |
| Volatility 6M: | 278.21% | |
| Volatility 1Y: | 216.95% | |
| Volatility 3Y: | - |
