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UniCredit Call 40 1COV 19.06.2024/  DE000HC3A7S9  /

EUWAX
2024-05-28  10:59:22 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.990EUR +3.13% -
Bid Size: -		 -
Ask Size: -		 COVESTRO AG O.N. 40.00 - 2024-06-19 Call
 

Master data

WKN: HC3A7S
Issuer: UniCredit
Currency: EUR
Underlying: COVESTRO AG O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-19
Issue date: 2023-01-17
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.97
Implied volatility: 0.66
Historic volatility: 0.29
Parity: 0.97
Time value: 0.04
Break-even: 50.10
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 6.32%
Delta: 0.92
Theta: -0.03
Omega: 4.54
Rho: 0.02
 

Quote data

Open: 0.950
High: 0.990
Low: 0.950
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.98%
1 Month     0.00%
3 Months
  -15.38%
YTD
  -32.65%
1 Year  
+90.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.790
1M High / 1M Low: 1.010 0.790
6M High / 6M Low: 1.600 0.790
High (YTD): 2024-01-04 1.430
Low (YTD): 2024-05-23 0.790
52W High: 2023-12-18 1.600
52W Low: 2023-06-01 0.390
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.919
Avg. volume 1M:   0.000
Avg. price 6M:   1.174
Avg. volume 6M:   61.290
Avg. price 1Y:   1.134
Avg. volume 1Y:   114.510
Volatility 1M:   123.57%
Volatility 6M:   83.63%
Volatility 1Y:   141.28%
Volatility 3Y:   -