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UniCredit Call 115 VOW3 19.06.202.../  DE000HC3RS85  /

EUWAX
2024-06-04  1:31:56 PM Chg.-1.15 Bid3:53:24 PM Ask3:53:24 PM Underlying Strike price Expiration date Option type
1.64EUR -41.22% 2.10
Bid Size: 25,000		 2.12
Ask Size: 25,000		 VOLKSWAGEN AG VZO O.... 115.00 - 2024-06-19 Call
 

Master data

WKN: HC3RS8
Issuer: UniCredit
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-19
Issue date: 2023-02-02
Last trading day: 2024-06-18
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 52.97
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.22
Parity: -0.05
Time value: 2.17
Break-even: 117.17
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.59
Spread abs.: 0.06
Spread %: 2.84%
Delta: 0.52
Theta: -0.08
Omega: 27.47
Rho: 0.02
 

Quote data

Open: 1.64
High: 1.64
Low: 1.64
Previous Close: 2.79
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.75%
1 Month  
+13.89%
3 Months
  -55.80%
YTD
  -31.95%
1 Year
  -68.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.08 2.39
1M High / 1M Low: 3.08 0.98
6M High / 6M Low: 5.65 0.98
High (YTD): 2024-04-04 5.65
Low (YTD): 2024-05-23 0.98
52W High: 2023-06-14 6.40
52W Low: 2024-05-23 0.98
Avg. price 1W:   2.73
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.96
Avg. volume 6M:   0.00
Avg. price 1Y:   3.37
Avg. volume 1Y:   0.00
Volatility 1M:   499.11%
Volatility 6M:   281.37%
Volatility 1Y:   210.35%
Volatility 3Y:   -