UC WAR. CALL 06/24 MUV2/ DE000HC2P6L0 /
| 2024-05-23 11:40:58 AM | Chg.-0.110 | Bid1:26:27 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.170EUR | -0.98% | 11.040 Bid Size: 20,000 |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... | 350.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC2P6L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MUENCH.RUECKVERS.VNA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-12-19 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.25 |
|---|---|
| Intrinsic value: | 11.15 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.17 |
| Parity: | 11.15 |
| Time value: | 0.13 |
| Break-even: | 462.80 |
| Moneyness: | 1.32 |
| Premium: | 0.00 |
| Premium p.a.: | 0.04 |
| Spread abs.: | -0.01 |
| Spread %: | -0.09% |
| Delta: | 0.99 |
| Theta: | -0.08 |
| Omega: | 4.03 |
| Rho: | 0.25 |
Quote data
| Open: | 11.380 |
|---|---|
| High: | 11.420 |
| Low: | 11.170 |
| Previous Close: | 11.280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.48% | ||
|---|---|---|---|
| 1 Month | +28.98% | ||
| 3 Months | +44.32% | ||
| YTD | +190.13% | ||
| 1 Year | +290.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.280 | 10.490 |
|---|---|---|
| 1M High / 1M Low: | 11.280 | 5.580 |
| 6M High / 6M Low: | 11.280 | 3.680 |
| High (YTD): | 2024-05-22 | 11.280 |
| Low (YTD): | 2024-01-11 | 3.680 |
| 52W High: | 2024-05-22 | 11.280 |
| 52W Low: | 2023-07-10 | 1.950 |
| Avg. price 1W: | 10.958 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.679 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.713 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.000 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 136.57% | |
| Volatility 6M: | 112.85% | |
| Volatility 1Y: | 102.83% | |
| Volatility 3Y: | - |
