UC WAR. CALL 06/24 INN1/ DE000HC2P2Z9 /
| 2024-05-15 3:46:14 PM | Chg.-0.1600 | Bid4:54:11 PM | Ask4:54:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5200EUR | -9.52% | 1.4400 Bid Size: 45,000 |
1.4500 Ask Size: 45,000 |
ING GROEP NV EO... | 14.9002 EUR | 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 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1.01 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.53 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.21 |
| Parity: | 1.53 |
| Time value: | 0.48 |
| Break-even: | 16.90 |
| Moneyness: | 1.10 |
| Premium: | 0.03 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.33 |
| Spread %: | 19.64% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 6.21 |
| Rho: | 0.01 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.6800 |
| Low: | 1.5200 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.95% | ||
|---|---|---|---|
| 1 Month | +204.00% | ||
| 3 Months | +3002.04% | ||
| YTD | +347.06% | ||
| 1 Year | +230.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6800 | 1.3400 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.3800 |
| 6M High / 6M Low: | 1.6800 | 0.0380 |
| High (YTD): | 2024-05-14 | 1.6800 |
| Low (YTD): | 2024-02-27 | 0.0380 |
| 52W High: | 2024-05-14 | 1.6800 |
| 52W Low: | 2024-02-27 | 0.0380 |
| Avg. price 1W: | 1.4340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3706 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4329 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 354.17% | |
| Volatility 6M: | 268.13% | |
| Volatility 1Y: | 212.55% | |
| Volatility 3Y: | - |
